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 | 3,22% | 0,30 CHF | 0,31 CHF | 375 000 | 375 000 | 168 283 | 168 283 | 52 616 CHF | 54 303 CHF | 99,90% | 99,90% |
19/11/2024 | 3,30% | 0,32 CHF | 0,33 CHF | 380 000 | 380 000 | 168 484 | 168 484 | 52 372 CHF | 54 060 CHF | 100,00% | 100,00% |
18/11/2024 | 3,64% | 0,29 CHF | 0,30 CHF | 375 000 | 375 000 | 162 404 | 162 404 | 44 755 CHF | 46 382 CHF | 99,63% | 99,63% |
15/11/2024 | 2,83% | 0,30 CHF | 0,31 CHF | 375 000 | 375 000 | 123 891 | 123 891 | 40 671 CHF | 41 913 CHF | 98,89% | 98,89% |
14/11/2024 | 4,55% | 0,34 CHF | 0,35 CHF | 380 000 | 380 000 | 137 152 | 137 152 | 47 491 CHF | 49 016 CHF | 85,25% | 95,14% |
13/11/2024 | 1,99% | 0,50 CHF | 0,51 CHF | 420 000 | 420 000 | 187 510 | 187 510 | 95 279 CHF | 97 158 CHF | 99,78% | 99,78% |
12/11/2024 | 1,95% | 0,52 CHF | 0,53 CHF | 425 000 | 425 000 | 188 497 | 188 497 | 97 563 CHF | 99 452 CHF | 100,00% | 100,00% |
11/11/2024 | 1,90% | 0,52 CHF | 0,53 CHF | 425 000 | 425 000 | 190 861 | 190 861 | 100 950 CHF | 102 863 CHF | 99,90% | 99,90% |
08/11/2024 | 1,87% | 0,54 CHF | 0,55 CHF | 435 000 | 435 000 | 194 309 | 194 309 | 105 668 CHF | 107 615 CHF | 100,00% | 100,00% |
07/11/2024 | 1,88% | 0,54 CHF | 0,55 CHF | 435 000 | 435 000 | 193 438 | 193 438 | 104 017 CHF | 105 955 CHF | 99,85% | 99,85% |