Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 3,12% | 0,31 CHF | 0,32 CHF | 300 000 | 300 000 | 112 441 | 112 441 | 35 890 CHF | 37 017 CHF | 99,82% | 99,82% |
19/11/2024 | 3,29% | 0,30 CHF | 0,31 CHF | 310 000 | 310 000 | 115 363 | 115 363 | 34 898 CHF | 36 053 CHF | 99,97% | 99,97% |
18/11/2024 | 3,32% | 0,32 CHF | 0,33 CHF | 320 000 | 320 000 | 119 811 | 119 811 | 35 945 CHF | 37 146 CHF | 99,77% | 99,77% |
15/11/2024 | 2,94% | 0,30 CHF | 0,31 CHF | 280 000 | 280 000 | 108 265 | 108 265 | 36 058 CHF | 37 143 CHF | 99,43% | 99,43% |
14/11/2024 | 2,37% | 0,40 CHF | 0,41 CHF | 260 000 | 260 000 | 93 434 | 93 434 | 40 095 CHF | 41 034 CHF | 99,74% | 99,74% |
13/11/2024 | 2,05% | 0,42 CHF | 0,43 CHF | 230 000 | 230 000 | 85 918 | 85 918 | 41 106 CHF | 41 969 CHF | 99,55% | 99,55% |
12/11/2024 | 1,75% | 0,49 CHF | 0,50 CHF | 210 000 | 210 000 | 72 205 | 72 205 | 38 930 CHF | 39 655 CHF | 98,28% | 98,28% |
11/11/2024 | 1,37% | 0,66 CHF | 0,67 CHF | 190 000 | 190 000 | 69 878 | 69 878 | 49 606 CHF | 50 307 CHF | 98,70% | 98,70% |
08/11/2024 | 1,26% | 0,83 CHF | 0,84 CHF | 180 000 | 180 000 | 66 948 | 66 948 | 54 290 CHF | 54 962 CHF | 99,65% | 99,65% |
07/11/2024 | 1,23% | 0,83 CHF | 0,84 CHF | 180 000 | 180 000 | 68 831 | 68 831 | 57 941 CHF | 58 634 CHF | 99,43% | 99,43% |