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 | 3,24% | 0,31 CHF | 0,32 CHF | 166 748 | 75 000 | 167 266 | 75 000 | 50 783 CHF | 23 521 CHF | 93,38% | 93,38% |
19/11/2024 | 3,54% | 0,29 CHF | 0,30 CHF | 167 770 | 75 000 | 168 447 | 75 000 | 46 787 CHF | 21 583 CHF | 99,40% | 99,40% |
18/11/2024 | 3,72% | 0,30 CHF | 0,31 CHF | 167 904 | 75 000 | 168 415 | 75 000 | 48 819 CHF | 22 566 CHF | 94,95% | 94,95% |
15/11/2024 | 2,95% | 0,32 CHF | 0,33 CHF | 167 407 | 75 000 | 145 373 | 75 000 | 51 090 CHF | 27 189 CHF | 90,98% | 90,98% |
14/11/2024 | 3,15% | 0,36 CHF | 0,37 CHF | 140 000 | 75 000 | 144 341 | 75 000 | 51 431 CHF | 27 648 CHF | 65,32% | 65,32% |
13/11/2024 | 2,78% | 0,39 CHF | 0,40 CHF | 130 000 | 75 000 | 128 556 | 74 442 | 52 135 CHF | 31 047 CHF | 99,32% | 99,32% |
12/11/2024 | 2,74% | 0,44 CHF | 0,45 CHF | 120 000 | 75 000 | 118 001 | 75 000 | 52 538 CHF | 34 342 CHF | 100,00% | 100,00% |
11/11/2024 | 2,17% | 0,48 CHF | 0,49 CHF | 110 000 | 75 000 | 104 182 | 75 000 | 51 881 CHF | 38 214 CHF | 100,00% | 100,00% |
08/11/2024 | 2,23% | 0,49 CHF | 0,50 CHF | 110 000 | 75 000 | 100 211 | 75 000 | 52 348 CHF | 40 073 CHF | 100,00% | 100,00% |
07/11/2024 | 1,94% | 0,58 CHF | 0,59 CHF | 90 000 | 75 000 | 85 798 | 72 407 | 52 982 CHF | 45 542 CHF | 99,13% | 99,13% |