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 | 3,27% | 0,32 CHF | 0,33 CHF | 140 000 | 140 000 | 136 194 | 136 194 | 41 043 CHF | 42 405 CHF | 99,91% | 99,91% |
19/11/2024 | 3,03% | 0,30 CHF | 0,31 CHF | 136 000 | 136 000 | 138 686 | 138 686 | 45 152 CHF | 46 539 CHF | 98,43% | 98,43% |
18/11/2024 | 3,47% | 0,29 CHF | 0,30 CHF | 136 000 | 136 000 | 134 995 | 134 995 | 38 271 CHF | 39 621 CHF | 100,00% | 100,00% |
15/11/2024 | 3,60% | 0,26 CHF | 0,27 CHF | 132 000 | 132 000 | 132 277 | 132 277 | 36 118 CHF | 37 441 CHF | 99,75% | 99,75% |
14/11/2024 | 3,09% | 0,31 CHF | 0,32 CHF | 136 000 | 136 000 | 137 325 | 137 325 | 43 721 CHF | 45 095 CHF | 99,56% | 99,56% |
13/11/2024 | 3,15% | 0,33 CHF | 0,34 CHF | 140 000 | 140 000 | 136 390 | 136 390 | 42 659 CHF | 44 023 CHF | 99,56% | 99,56% |
12/11/2024 | 3,41% | 0,30 CHF | 0,31 CHF | 136 000 | 136 000 | 135 440 | 135 440 | 39 070 CHF | 40 425 CHF | 99,85% | 99,85% |
11/11/2024 | 3,44% | 0,28 CHF | 0,29 CHF | 132 000 | 132 000 | 135 306 | 135 306 | 38 721 CHF | 40 074 CHF | 99,73% | 99,73% |
08/11/2024 | 3,41% | 0,29 CHF | 0,30 CHF | 136 000 | 136 000 | 134 840 | 134 840 | 38 854 CHF | 40 203 CHF | 100,00% | 100,00% |
07/11/2024 | 3,26% | 0,30 CHF | 0,31 CHF | 136 000 | 136 000 | 135 439 | 135 439 | 40 915 CHF | 42 269 CHF | 99,90% | 99,90% |