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 | 3,11% | 0,33 CHF | 0,34 CHF | 520 000 | 520 000 | 229 790 | 229 790 | 75 235 CHF | 77 542 CHF | 99,90% | 99,90% |
19/11/2024 | 3,08% | 0,33 CHF | 0,34 CHF | 500 000 | 500 000 | 221 012 | 221 012 | 73 262 CHF | 75 483 CHF | 100,00% | 100,00% |
18/11/2024 | 2,82% | 0,35 CHF | 0,36 CHF | 490 000 | 490 000 | 221 008 | 221 008 | 78 864 CHF | 81 083 CHF | 99,90% | 99,90% |
15/11/2024 | 2,72% | 0,35 CHF | 0,36 CHF | 480 000 | 480 000 | 181 245 | 181 245 | 67 631 CHF | 69 485 CHF | 97,45% | 97,45% |
14/11/2024 | 2,56% | 0,40 CHF | 0,41 CHF | 450 000 | 450 000 | 201 095 | 201 095 | 80 125 CHF | 82 146 CHF | 99,95% | 99,95% |
13/11/2024 | 2,36% | 0,41 CHF | 0,42 CHF | 460 000 | 460 000 | 200 534 | 200 534 | 85 475 CHF | 87 489 CHF | 100,00% | 100,00% |
12/11/2024 | 2,37% | 0,42 CHF | 0,43 CHF | 440 000 | 440 000 | 192 688 | 192 688 | 82 631 CHF | 84 567 CHF | 100,00% | 100,00% |
11/11/2024 | 2,58% | 0,48 CHF | 0,49 CHF | 430 000 | 430 000 | 180 283 | 180 283 | 89 329 CHF | 91 293 CHF | 99,90% | 99,90% |
08/11/2024 | 2,19% | 0,46 CHF | 0,47 CHF | 410 000 | 410 000 | 177 478 | 177 478 | 86 332 CHF | 88 146 CHF | 98,90% | 98,90% |
07/11/2024 | 1,86% | 0,56 CHF | 0,57 CHF | 400 000 | 400 000 | 182 921 | 182 921 | 101 562 CHF | 103 399 CHF | 99,99% | 99,99% |