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 | 2,18% | 0,42 CHF | 0,43 CHF | 305 000 | 305 000 | 299 932 | 299 932 | 136 264 CHF | 139 263 CHF | 99,68% | 99,68% |
19/11/2024 | 2,22% | 0,44 CHF | 0,45 CHF | 300 000 | 300 000 | 300 102 | 300 102 | 133 949 CHF | 136 950 CHF | 98,83% | 98,83% |
18/11/2024 | 1,68% | 0,57 CHF | 0,58 CHF | 290 000 | 290 000 | 288 155 | 288 155 | 170 565 CHF | 173 447 CHF | 100,00% | 100,00% |
15/11/2024 | 1,55% | 0,64 CHF | 0,65 CHF | 285 000 | 285 000 | 283 479 | 283 479 | 181 966 CHF | 184 800 CHF | 99,88% | 99,88% |
14/11/2024 | 1,42% | 0,65 CHF | 0,66 CHF | 285 000 | 285 000 | 278 049 | 278 049 | 195 088 CHF | 197 868 CHF | 97,11% | 97,11% |
13/11/2024 | 2,11% | 0,47 CHF | 0,48 CHF | 300 000 | 300 000 | 297 577 | 297 577 | 139 999 CHF | 142 975 CHF | 99,79% | 99,79% |
12/11/2024 | 1,85% | 0,46 CHF | 0,47 CHF | 300 000 | 300 000 | 291 922 | 291 922 | 157 000 CHF | 159 919 CHF | 99,17% | 99,17% |
11/11/2024 | 1,59% | 0,62 CHF | 0,63 CHF | 285 000 | 285 000 | 283 824 | 283 824 | 176 939 CHF | 179 777 CHF | 99,95% | 99,95% |
08/11/2024 | 1,69% | 0,56 CHF | 0,57 CHF | 290 000 | 290 000 | 287 690 | 287 690 | 168 856 CHF | 171 733 CHF | 98,86% | 98,86% |
07/11/2024 | 1,60% | 0,66 CHF | 0,67 CHF | 280 000 | 280 000 | 283 370 | 283 370 | 175 859 CHF | 178 693 CHF | 99,17% | 99,17% |