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 | 1,67% | 0,62 CHF | 0,63 CHF | 305 000 | 305 000 | 299 944 | 299 944 | 178 249 CHF | 181 248 CHF | 99,95% | 99,95% |
19/11/2024 | 1,65% | 0,61 CHF | 0,62 CHF | 300 000 | 300 000 | 300 098 | 300 098 | 180 649 CHF | 183 650 CHF | 98,77% | 98,77% |
18/11/2024 | 2,15% | 0,49 CHF | 0,50 CHF | 290 000 | 290 000 | 288 154 | 288 154 | 132 682 CHF | 135 564 CHF | 99,96% | 99,96% |
15/11/2024 | 2,38% | 0,42 CHF | 0,43 CHF | 285 000 | 285 000 | 283 479 | 283 479 | 117 748 CHF | 120 583 CHF | 99,83% | 99,83% |
14/11/2024 | 2,80% | 0,40 CHF | 0,41 CHF | 285 000 | 285 000 | 278 067 | 278 067 | 98 729 CHF | 101 509 CHF | 98,03% | 98,03% |
13/11/2024 | 1,69% | 0,58 CHF | 0,59 CHF | 300 000 | 300 000 | 297 578 | 297 578 | 174 751 CHF | 177 727 CHF | 99,85% | 99,85% |
12/11/2024 | 1,91% | 0,60 CHF | 0,61 CHF | 300 000 | 300 000 | 291 925 | 291 925 | 151 855 CHF | 154 774 CHF | 99,23% | 99,23% |
11/11/2024 | 2,27% | 0,44 CHF | 0,45 CHF | 285 000 | 285 000 | 283 825 | 283 825 | 123 862 CHF | 126 701 CHF | 100,00% | 100,00% |
08/11/2024 | 2,08% | 0,50 CHF | 0,51 CHF | 290 000 | 290 000 | 287 691 | 287 691 | 137 221 CHF | 140 098 CHF | 98,91% | 98,91% |
07/11/2024 | 2,21% | 0,41 CHF | 0,42 CHF | 280 000 | 280 000 | 283 385 | 283 385 | 127 025 CHF | 129 859 CHF | 99,77% | 99,77% |