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 | 2,17% | 0,48 CHF | 0,49 CHF | 320 000 | 320 000 | 141 980 | 141 980 | 66 934 CHF | 68 360 CHF | 99,90% | 99,90% |
19/11/2024 | 2,15% | 0,47 CHF | 0,48 CHF | 310 000 | 310 000 | 135 755 | 135 755 | 64 783 CHF | 66 147 CHF | 100,00% | 100,00% |
18/11/2024 | 1,94% | 0,51 CHF | 0,52 CHF | 310 000 | 310 000 | 136 887 | 136 887 | 71 090 CHF | 72 464 CHF | 99,90% | 99,90% |
15/11/2024 | 2,32% | 0,50 CHF | 0,51 CHF | 290 000 | 290 000 | 109 765 | 109 765 | 60 195 CHF | 61 488 CHF | 97,81% | 97,81% |
14/11/2024 | 1,73% | 0,59 CHF | 0,60 CHF | 270 000 | 270 000 | 119 897 | 119 897 | 71 048 CHF | 72 253 CHF | 100,00% | 100,00% |
13/11/2024 | 1,57% | 0,61 CHF | 0,62 CHF | 270 000 | 270 000 | 119 138 | 119 138 | 76 370 CHF | 77 567 CHF | 100,00% | 100,00% |
12/11/2024 | 1,58% | 0,62 CHF | 0,63 CHF | 250 000 | 250 000 | 114 014 | 114 014 | 73 712 CHF | 74 857 CHF | 100,00% | 100,00% |
11/11/2024 | 1,67% | 0,74 CHF | 0,75 CHF | 250 000 | 250 000 | 107 725 | 107 725 | 82 756 CHF | 83 935 CHF | 99,90% | 99,90% |
08/11/2024 | 1,41% | 0,70 CHF | 0,71 CHF | 230 000 | 230 000 | 101 010 | 101 010 | 76 340 CHF | 77 374 CHF | 98,90% | 98,90% |
07/11/2024 | 1,79% | 0,90 CHF | 0,91 CHF | 230 000 | 230 000 | 104 546 | 104 546 | 91 845 CHF | 93 212 CHF | 100,00% | 100,00% |