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 | 2,26% | 0,41 CHF | 0,42 CHF | 270 000 | 270 000 | 259 481 | 259 481 | 116 084 CHF | 118 684 CHF | 97,18% | 97,18% |
19/11/2024 | 2,39% | 0,44 CHF | 0,45 CHF | 250 000 | 250 000 | 242 992 | 242 992 | 106 260 CHF | 108 736 CHF | 93,27% | 93,27% |
18/11/2024 | 1,71% | 0,58 CHF | 0,59 CHF | 240 000 | 240 000 | 234 942 | 234 942 | 142 594 CHF | 144 972 CHF | 95,05% | 95,05% |
15/11/2024 | 1,58% | 0,66 CHF | 0,67 CHF | 240 000 | 240 000 | 232 208 | 232 208 | 155 081 CHF | 157 450 CHF | 88,40% | 88,40% |
14/11/2024 | 1,45% | 0,69 CHF | 0,70 CHF | 250 000 | 250 000 | 237 588 | 237 588 | 176 429 CHF | 178 881 CHF | 81,22% | 81,22% |
13/11/2024 | 2,15% | 0,48 CHF | 0,49 CHF | 270 000 | 270 000 | 264 802 | 264 802 | 124 867 CHF | 127 518 CHF | 96,20% | 96,20% |
12/11/2024 | 1,84% | 0,46 CHF | 0,47 CHF | 250 000 | 250 000 | 247 704 | 247 704 | 136 145 CHF | 138 625 CHF | 90,76% | 90,76% |
11/11/2024 | 1,56% | 0,64 CHF | 0,65 CHF | 240 000 | 240 000 | 237 342 | 237 342 | 154 678 CHF | 157 054 CHF | 93,10% | 93,10% |
08/11/2024 | 1,68% | 0,58 CHF | 0,59 CHF | 240 000 | 240 000 | 236 422 | 236 422 | 143 703 CHF | 146 082 CHF | 91,36% | 91,36% |
07/11/2024 | 1,56% | 0,70 CHF | 0,71 CHF | 240 000 | 240 000 | 246 158 | 246 158 | 159 394 CHF | 161 866 CHF | 90,89% | 90,89% |