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 | 3,31% | 0,34 CHF | 0,35 CHF | 135 000 | 135 000 | 133 768 | 133 768 | 40 090 CHF | 41 428 CHF | 99,49% | 99,49% |
19/11/2024 | 3,24% | 0,29 CHF | 0,30 CHF | 135 000 | 135 000 | 134 094 | 134 094 | 40 894 CHF | 42 235 CHF | 100,00% | 100,00% |
18/11/2024 | 3,69% | 0,25 CHF | 0,26 CHF | 130 000 | 130 000 | 130 609 | 130 609 | 34 833 CHF | 36 139 CHF | 99,90% | 99,90% |
15/11/2024 | 3,10% | 0,33 CHF | 0,34 CHF | 135 000 | 135 000 | 134 443 | 134 443 | 42 760 CHF | 44 104 CHF | 100,00% | 100,00% |
14/11/2024 | 2,95% | 0,32 CHF | 0,33 CHF | 135 000 | 135 000 | 134 435 | 134 435 | 44 999 CHF | 46 344 CHF | 98,66% | 98,66% |
13/11/2024 | 2,85% | 0,36 CHF | 0,37 CHF | 135 000 | 135 000 | 134 462 | 134 462 | 46 513 CHF | 47 858 CHF | 100,00% | 100,00% |
12/11/2024 | 3,18% | 0,36 CHF | 0,37 CHF | 135 000 | 135 000 | 134 440 | 134 440 | 41 721 CHF | 43 066 CHF | 99,17% | 99,17% |
11/11/2024 | 3,44% | 0,27 CHF | 0,28 CHF | 130 000 | 130 000 | 133 053 | 133 053 | 38 026 CHF | 39 357 CHF | 100,00% | 100,00% |
08/11/2024 | 3,13% | 0,32 CHF | 0,33 CHF | 135 000 | 135 000 | 134 437 | 134 437 | 42 428 CHF | 43 772 CHF | 99,04% | 99,04% |
07/11/2024 | 3,64% | 0,29 CHF | 0,30 CHF | 130 000 | 130 000 | 129 464 | 129 464 | 34 949 CHF | 36 244 CHF | 100,00% | 100,00% |