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 | 1,98% | 0,53 CHF | 0,54 CHF | 305 000 | 305 000 | 299 926 | 299 926 | 150 204 CHF | 153 203 CHF | 99,49% | 99,49% |
19/11/2024 | 1,95% | 0,51 CHF | 0,52 CHF | 300 000 | 300 000 | 300 075 | 300 075 | 152 664 CHF | 155 665 CHF | 96,60% | 96,60% |
18/11/2024 | 2,70% | 0,39 CHF | 0,40 CHF | 290 000 | 290 000 | 288 148 | 288 148 | 105 643 CHF | 108 525 CHF | 99,61% | 99,61% |
15/11/2024 | 3,07% | 0,32 CHF | 0,33 CHF | 285 000 | 285 000 | 283 468 | 283 468 | 91 150 CHF | 93 985 CHF | 99,22% | 99,22% |
14/11/2024 | 3,76% | 0,31 CHF | 0,32 CHF | 285 000 | 285 000 | 278 028 | 278 028 | 73 537 CHF | 76 317 CHF | 97,92% | 97,92% |
13/11/2024 | 2,00% | 0,49 CHF | 0,50 CHF | 300 000 | 300 000 | 297 572 | 297 572 | 147 196 CHF | 150 172 CHF | 99,05% | 99,05% |
12/11/2024 | 2,32% | 0,51 CHF | 0,52 CHF | 300 000 | 300 000 | 291 917 | 291 917 | 124 639 CHF | 127 558 CHF | 98,68% | 98,68% |
11/11/2024 | 2,87% | 0,35 CHF | 0,36 CHF | 285 000 | 285 000 | 283 822 | 283 822 | 97 557 CHF | 100 395 CHF | 99,80% | 99,80% |
08/11/2024 | 2,59% | 0,41 CHF | 0,42 CHF | 290 000 | 290 000 | 287 684 | 287 684 | 110 185 CHF | 113 062 CHF | 98,18% | 98,18% |
07/11/2024 | 2,80% | 0,31 CHF | 0,32 CHF | 280 000 | 280 000 | 283 357 | 283 357 | 100 414 CHF | 103 248 CHF | 98,08% | 98,08% |