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 | 2,56% | 0,42 CHF | 0,43 CHF | 530 000 | 530 000 | 530 000 | 530 000 | 204 655 CHF | 209 955 CHF | 99,42% | 99,42% |
19/11/2024 | 2,68% | 0,36 CHF | 0,37 CHF | 530 000 | 530 000 | 530 000 | 530 000 | 195 444 CHF | 200 744 CHF | 100,00% | 100,00% |
18/11/2024 | 2,58% | 0,37 CHF | 0,38 CHF | 520 000 | 520 000 | 520 000 | 520 000 | 199 219 CHF | 204 419 CHF | 99,26% | 99,26% |
15/11/2024 | 2,62% | 0,40 CHF | 0,41 CHF | 520 000 | 520 000 | 520 000 | 520 000 | 196 415 CHF | 201 615 CHF | 98,67% | 98,67% |
14/11/2024 | 2,47% | 0,37 CHF | 0,38 CHF | 530 000 | 530 000 | 530 000 | 530 000 | 212 202 CHF | 217 502 CHF | 100,00% | 100,00% |
13/11/2024 | 2,99% | 0,37 CHF | 0,38 CHF | 550 000 | 550 000 | 550 000 | 550 000 | 181 439 CHF | 186 939 CHF | 99,08% | 99,08% |
12/11/2024 | 3,01% | 0,34 CHF | 0,35 CHF | 560 000 | 560 000 | 560 000 | 560 000 | 183 200 CHF | 188 800 CHF | 99,81% | 99,81% |
11/11/2024 | 3,40% | 0,30 CHF | 0,31 CHF | 580 000 | 580 000 | 580 000 | 580 000 | 168 023 CHF | 173 823 CHF | 100,00% | 100,00% |
08/11/2024 | 4,83% | 0,23 CHF | 0,24 CHF | 650 000 | 650 000 | 650 000 | 650 000 | 131 677 CHF | 138 177 CHF | 100,00% | 100,00% |
07/11/2024 | 4,86% | 0,19 CHF | 0,20 CHF | 610 000 | 610 000 | 610 000 | 610 000 | 123 299 CHF | 129 399 CHF | 99,96% | 99,96% |