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 | 2,64% | 0,39 CHF | 0,40 CHF | 470 000 | 470 000 | 209 374 | 209 374 | 80 737 CHF | 82 839 CHF | 99,90% | 99,90% |
19/11/2024 | 2,62% | 0,39 CHF | 0,40 CHF | 460 000 | 460 000 | 206 739 | 206 739 | 80 640 CHF | 82 717 CHF | 100,00% | 100,00% |
18/11/2024 | 2,42% | 0,41 CHF | 0,42 CHF | 460 000 | 460 000 | 206 937 | 206 937 | 86 231 CHF | 88 309 CHF | 99,90% | 99,90% |
15/11/2024 | 2,46% | 0,41 CHF | 0,42 CHF | 450 000 | 450 000 | 169 992 | 169 992 | 73 740 CHF | 75 510 CHF | 96,62% | 96,62% |
14/11/2024 | 2,22% | 0,46 CHF | 0,47 CHF | 430 000 | 430 000 | 188 975 | 188 975 | 86 957 CHF | 88 855 CHF | 99,95% | 99,95% |
13/11/2024 | 2,06% | 0,48 CHF | 0,49 CHF | 430 000 | 430 000 | 187 749 | 187 749 | 91 955 CHF | 93 841 CHF | 100,00% | 100,00% |
12/11/2024 | 2,07% | 0,48 CHF | 0,49 CHF | 420 000 | 420 000 | 186 088 | 186 088 | 91 589 CHF | 93 459 CHF | 100,00% | 100,00% |
11/11/2024 | 2,28% | 0,55 CHF | 0,56 CHF | 410 000 | 410 000 | 172 640 | 172 640 | 97 003 CHF | 98 889 CHF | 99,90% | 99,90% |
08/11/2024 | 1,94% | 0,52 CHF | 0,53 CHF | 400 000 | 400 000 | 172 318 | 172 318 | 94 832 CHF | 96 595 CHF | 99,17% | 99,17% |
07/11/2024 | 1,66% | 0,63 CHF | 0,64 CHF | 380 000 | 380 000 | 171 517 | 171 517 | 106 959 CHF | 108 682 CHF | 99,80% | 99,80% |