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 | 3,15% | 0,32 CHF | 0,33 CHF | 230 000 | 230 000 | 221 017 | 221 017 | 69 016 CHF | 71 226 CHF | 99,43% | 99,43% |
19/11/2024 | 3,02% | 0,33 CHF | 0,34 CHF | 230 000 | 230 000 | 227 605 | 227 605 | 74 406 CHF | 76 682 CHF | 100,00% | 100,00% |
18/11/2024 | 3,20% | 0,30 CHF | 0,31 CHF | 220 000 | 220 000 | 219 091 | 219 091 | 67 293 CHF | 69 484 CHF | 99,88% | 99,88% |
15/11/2024 | 3,17% | 0,31 CHF | 0,32 CHF | 220 000 | 220 000 | 219 093 | 219 093 | 68 066 CHF | 70 257 CHF | 100,00% | 100,00% |
14/11/2024 | 3,01% | 0,32 CHF | 0,33 CHF | 220 000 | 220 000 | 223 230 | 223 230 | 73 057 CHF | 75 289 CHF | 98,51% | 98,51% |
13/11/2024 | 3,10% | 0,33 CHF | 0,34 CHF | 230 000 | 230 000 | 221 159 | 221 159 | 70 324 CHF | 72 535 CHF | 100,00% | 100,00% |
12/11/2024 | 3,08% | 0,35 CHF | 0,36 CHF | 230 000 | 230 000 | 220 835 | 220 835 | 70 665 CHF | 72 874 CHF | 99,90% | 99,90% |
11/11/2024 | 3,48% | 0,29 CHF | 0,30 CHF | 220 000 | 220 000 | 219 093 | 219 093 | 61 790 CHF | 63 981 CHF | 100,00% | 100,00% |
08/11/2024 | 3,25% | 0,31 CHF | 0,32 CHF | 220 000 | 220 000 | 219 083 | 219 083 | 66 301 CHF | 68 491 CHF | 99,05% | 99,05% |
07/11/2024 | 3,46% | 0,28 CHF | 0,29 CHF | 220 000 | 220 000 | 219 093 | 219 093 | 62 281 CHF | 64 472 CHF | 100,00% | 100,00% |