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 | 3,52% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 195 134 | 195 134 | 54 526 CHF | 56 477 CHF | 99,50% | 99,50% |
19/11/2024 | 3,36% | 0,29 CHF | 0,30 CHF | 175 000 | 175 000 | 175 532 | 175 532 | 51 419 CHF | 53 174 CHF | 96,06% | 96,06% |
18/11/2024 | 3,74% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 52 499 CHF | 54 499 CHF | 98,47% | 98,47% |
15/11/2024 | 3,44% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 181 947 | 181 947 | 51 957 CHF | 53 776 CHF | 99,17% | 99,17% |
14/11/2024 | 3,33% | 0,31 CHF | 0,32 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 51 795 CHF | 53 545 CHF | 99,39% | 99,39% |
13/11/2024 | 3,06% | 0,29 CHF | 0,30 CHF | 175 000 | 165 000 | 155 965 | 155 965 | 50 212 CHF | 51 771 CHF | 97,51% | 97,51% |
12/11/2024 | 3,13% | 0,31 CHF | 0,32 CHF | 88 000 | 88 000 | 87 526 | 87 526 | 27 538 CHF | 28 414 CHF | 99,14% | 99,14% |
11/11/2024 | 2,70% | 0,34 CHF | 0,35 CHF | 75 000 | 75 000 | 75 274 | 75 274 | 27 526 CHF | 28 279 CHF | 98,13% | 98,13% |
08/11/2024 | 2,30% | 0,41 CHF | 0,42 CHF | 75 000 | 75 000 | 66 783 | 66 783 | 28 649 CHF | 29 317 CHF | 99,41% | 99,41% |
07/11/2024 | 2,73% | 0,41 CHF | 0,42 CHF | 75 000 | 75 000 | 75 314 | 75 314 | 27 273 CHF | 28 026 CHF | 98,81% | 98,81% |