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 | 1,98% | 0,45 CHF | 0,46 CHF | 315 000 | 315 000 | 110 287 | 110 287 | 53 560 CHF | 54 665 CHF | 99,78% | 99,78% |
19/11/2024 | 1,97% | 0,52 CHF | 0,53 CHF | 325 000 | 325 000 | 111 933 | 111 933 | 57 988 CHF | 59 109 CHF | 100,00% | 100,00% |
18/11/2024 | 2,04% | 0,50 CHF | 0,51 CHF | 320 000 | 320 000 | 110 139 | 110 139 | 54 866 CHF | 55 969 CHF | 99,91% | 99,91% |
15/11/2024 | 2,13% | 0,49 CHF | 0,50 CHF | 320 000 | 320 000 | 109 474 | 109 474 | 52 333 CHF | 53 429 CHF | 100,00% | 100,00% |
14/11/2024 | 2,14% | 0,44 CHF | 0,45 CHF | 310 000 | 310 000 | 105 379 | 105 379 | 48 367 CHF | 49 422 CHF | 100,00% | 100,00% |
13/11/2024 | 2,13% | 0,47 CHF | 0,48 CHF | 315 000 | 315 000 | 109 305 | 109 305 | 51 587 CHF | 52 681 CHF | 100,00% | 100,00% |
12/11/2024 | 2,27% | 0,46 CHF | 0,47 CHF | 315 000 | 315 000 | 109 217 | 109 217 | 49 639 CHF | 50 733 CHF | 100,00% | 100,00% |
11/11/2024 | 2,33% | 0,40 CHF | 0,41 CHF | 310 000 | 310 000 | 107 634 | 107 634 | 45 248 CHF | 46 325 CHF | 99,78% | 99,78% |
08/11/2024 | 4,03% | 0,42 CHF | 0,43 CHF | 315 000 | 315 000 | 87 356 | 87 356 | 38 405 CHF | 39 389 CHF | 99,21% | 99,21% |
07/11/2024 | - | 0,28 CHF | - CHF | 295 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,85% |