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 | 2,27% | 0,46 CHF | 0,47 CHF | 450 000 | 450 000 | 202 389 | 202 389 | 90 878 CHF | 92 910 CHF | 99,90% | 99,90% |
19/11/2024 | 2,25% | 0,45 CHF | 0,46 CHF | 440 000 | 440 000 | 192 909 | 192 909 | 87 642 CHF | 89 580 CHF | 100,00% | 100,00% |
18/11/2024 | 2,10% | 0,48 CHF | 0,49 CHF | 430 000 | 430 000 | 192 867 | 192 867 | 92 937 CHF | 94 874 CHF | 99,90% | 99,90% |
15/11/2024 | 2,15% | 0,47 CHF | 0,48 CHF | 430 000 | 430 000 | 164 711 | 164 711 | 82 282 CHF | 83 989 CHF | 94,67% | 94,67% |
14/11/2024 | 1,94% | 0,53 CHF | 0,54 CHF | 410 000 | 410 000 | 184 741 | 184 741 | 97 487 CHF | 99 343 CHF | 99,95% | 99,95% |
13/11/2024 | 1,82% | 0,54 CHF | 0,55 CHF | 410 000 | 410 000 | 179 504 | 179 504 | 100 027 CHF | 101 831 CHF | 100,00% | 100,00% |
12/11/2024 | 1,82% | 0,54 CHF | 0,55 CHF | 400 000 | 400 000 | 175 983 | 175 983 | 98 560 CHF | 100 328 CHF | 100,00% | 100,00% |
11/11/2024 | 2,03% | 0,62 CHF | 0,63 CHF | 390 000 | 390 000 | 165 010 | 165 010 | 104 255 CHF | 106 051 CHF | 99,90% | 99,90% |
08/11/2024 | 1,73% | 0,59 CHF | 0,60 CHF | 390 000 | 390 000 | 167 838 | 167 838 | 103 942 CHF | 105 659 CHF | 99,03% | 99,03% |
07/11/2024 | 1,49% | 0,70 CHF | 0,71 CHF | 370 000 | 370 000 | 166 498 | 166 498 | 115 602 CHF | 117 275 CHF | 99,55% | 99,55% |