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 | 3,28% | 0,32 CHF | 0,33 CHF | 200 000 | 200 000 | 199 597 | 199 597 | 59 968 CHF | 61 964 CHF | 99,48% | 99,48% |
19/11/2024 | 2,91% | 0,34 CHF | 0,35 CHF | 205 000 | 205 000 | 203 401 | 203 401 | 69 326 CHF | 71 360 CHF | 99,41% | 99,41% |
18/11/2024 | 3,45% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 199 174 | 199 174 | 56 808 CHF | 58 799 CHF | 99,89% | 99,89% |
15/11/2024 | 3,24% | 0,30 CHF | 0,31 CHF | 200 000 | 200 000 | 199 175 | 199 175 | 60 550 CHF | 62 541 CHF | 100,00% | 100,00% |
14/11/2024 | 2,91% | 0,32 CHF | 0,33 CHF | 200 000 | 200 000 | 201 617 | 201 617 | 68 426 CHF | 70 442 CHF | 98,65% | 98,65% |
13/11/2024 | 2,74% | 0,40 CHF | 0,41 CHF | 205 000 | 205 000 | 203 634 | 203 634 | 73 697 CHF | 75 733 CHF | 100,00% | 100,00% |
12/11/2024 | 3,14% | 0,35 CHF | 0,36 CHF | 205 000 | 205 000 | 199 775 | 199 775 | 62 783 CHF | 64 781 CHF | 99,88% | 99,88% |
11/11/2024 | 3,05% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 199 745 | 199 745 | 64 769 CHF | 66 767 CHF | 100,00% | 100,00% |
08/11/2024 | 2,58% | 0,40 CHF | 0,41 CHF | 205 000 | 205 000 | 203 525 | 203 525 | 78 260 CHF | 80 295 CHF | 98,50% | 98,50% |
07/11/2024 | 3,54% | 0,30 CHF | 0,31 CHF | 200 000 | 200 000 | 195 140 | 195 140 | 54 257 CHF | 56 209 CHF | 100,00% | 100,00% |