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 | 3,90% | 0,27 CHF | 0,28 CHF | 140 000 | 140 000 | 136 194 | 136 194 | 34 333 CHF | 35 695 CHF | 100,00% | 100,00% |
19/11/2024 | 3,55% | 0,25 CHF | 0,26 CHF | 136 000 | 136 000 | 138 684 | 138 684 | 38 444 CHF | 39 831 CHF | 100,00% | 100,00% |
18/11/2024 | 4,18% | 0,24 CHF | 0,25 CHF | 136 000 | 136 000 | 134 995 | 134 995 | 31 631 CHF | 32 981 CHF | 100,00% | 100,00% |
15/11/2024 | 4,34% | 0,22 CHF | 0,23 CHF | 132 000 | 132 000 | 132 280 | 132 280 | 29 925 CHF | 31 247 CHF | 100,00% | 100,00% |
14/11/2024 | 3,62% | 0,26 CHF | 0,27 CHF | 136 000 | 136 000 | 137 327 | 137 327 | 37 249 CHF | 38 622 CHF | 100,00% | 100,00% |
13/11/2024 | 3,72% | 0,28 CHF | 0,29 CHF | 140 000 | 140 000 | 136 398 | 136 398 | 36 095 CHF | 37 459 CHF | 100,00% | 100,00% |
12/11/2024 | 4,06% | 0,25 CHF | 0,26 CHF | 136 000 | 136 000 | 135 439 | 135 439 | 32 689 CHF | 34 044 CHF | 99,85% | 99,85% |
11/11/2024 | 4,12% | 0,23 CHF | 0,24 CHF | 132 000 | 132 000 | 135 305 | 135 305 | 32 201 CHF | 33 554 CHF | 99,69% | 99,69% |
08/11/2024 | 4,07% | 0,25 CHF | 0,26 CHF | 136 000 | 136 000 | 134 831 | 134 831 | 32 514 CHF | 33 862 CHF | 99,23% | 99,23% |
07/11/2024 | 3,85% | 0,25 CHF | 0,26 CHF | 136 000 | 136 000 | 135 439 | 135 439 | 34 553 CHF | 35 907 CHF | 100,00% | 100,00% |