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 | 3,70% | 0,28 CHF | 0,28 CHF | 400 000 | 400 000 | 176 780 | 176 780 | 48 507 CHF | 50 283 CHF | 99,90% | 99,90% |
19/11/2024 | 3,62% | 0,28 CHF | 0,28 CHF | 400 000 | 400 000 | 176 242 | 176 242 | 49 574 CHF | 51 344 CHF | 100,00% | 100,00% |
18/11/2024 | 3,24% | 0,31 CHF | 0,32 CHF | 400 000 | 400 000 | 176 400 | 176 400 | 54 601 CHF | 56 373 CHF | 99,90% | 99,90% |
15/11/2024 | 3,00% | 0,30 CHF | 0,31 CHF | 400 000 | 400 000 | 149 937 | 149 937 | 49 504 CHF | 51 034 CHF | 89,25% | 89,25% |
14/11/2024 | 2,83% | 0,36 CHF | 0,37 CHF | 380 000 | 380 000 | 170 401 | 170 401 | 61 322 CHF | 63 034 CHF | 99,11% | 99,11% |
13/11/2024 | 2,55% | 0,38 CHF | 0,39 CHF | 390 000 | 390 000 | 170 764 | 170 764 | 67 238 CHF | 68 953 CHF | 100,00% | 100,00% |
12/11/2024 | 2,56% | 0,38 CHF | 0,39 CHF | 380 000 | 380 000 | 169 328 | 169 328 | 67 235 CHF | 68 936 CHF | 100,00% | 100,00% |
11/11/2024 | 2,69% | 0,46 CHF | 0,47 CHF | 370 000 | 370 000 | 155 999 | 155 999 | 73 917 CHF | 75 623 CHF | 99,90% | 99,90% |
08/11/2024 | 2,29% | 0,43 CHF | 0,44 CHF | 370 000 | 370 000 | 159 168 | 159 168 | 73 580 CHF | 75 206 CHF | 97,33% | 97,33% |
07/11/2024 | 1,91% | 0,55 CHF | 0,56 CHF | 350 000 | 350 000 | 156 480 | 156 480 | 85 018 CHF | 86 591 CHF | 88,69% | 88,69% |