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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 3,34% | 0,31 CHF | 0,32 CHF | 410 000 | 410 000 | 186 115 | 186 115 | 57 174 CHF | 59 042 CHF | 99,95% | 99,95% |
22/11/2024 | 3,59% | 0,28 CHF | 0,29 CHF | 410 000 | 410 000 | 185 985 | 185 985 | 52 535 CHF | 54 403 CHF | 99,91% | 99,91% |
20/11/2024 | 2,80% | 0,37 CHF | 0,38 CHF | 390 000 | 390 000 | 174 578 | 174 578 | 63 395 CHF | 65 148 CHF | 99,90% | 99,90% |
19/11/2024 | 2,76% | 0,37 CHF | 0,38 CHF | 400 000 | 400 000 | 174 329 | 174 329 | 64 483 CHF | 66 234 CHF | 100,00% | 100,00% |
18/11/2024 | 2,53% | 0,40 CHF | 0,41 CHF | 390 000 | 390 000 | 174 267 | 174 267 | 69 536 CHF | 71 286 CHF | 99,90% | 99,90% |
15/11/2024 | 2,52% | 0,39 CHF | 0,40 CHF | 390 000 | 390 000 | 148 944 | 148 944 | 62 494 CHF | 64 042 CHF | 94,58% | 94,58% |
14/11/2024 | 2,27% | 0,45 CHF | 0,46 CHF | 380 000 | 380 000 | 168 578 | 168 578 | 75 768 CHF | 77 462 CHF | 99,70% | 99,70% |
13/11/2024 | 2,09% | 0,47 CHF | 0,48 CHF | 380 000 | 380 000 | 166 230 | 166 230 | 80 304 CHF | 81 973 CHF | 100,00% | 100,00% |
12/11/2024 | 2,10% | 0,47 CHF | 0,48 CHF | 380 000 | 380 000 | 167 516 | 167 516 | 81 351 CHF | 83 034 CHF | 100,00% | 100,00% |
11/11/2024 | 2,27% | 0,55 CHF | 0,56 CHF | 360 000 | 360 000 | 151 869 | 151 869 | 85 539 CHF | 87 190 CHF | 99,90% | 99,90% |