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 | 3,96% | 0,26 CHF | 0,27 CHF | 275 000 | 275 000 | 273 432 | 273 432 | 67 736 CHF | 70 470 CHF | 99,49% | 99,49% |
19/11/2024 | 4,07% | 0,24 CHF | 0,25 CHF | 275 000 | 275 000 | 281 299 | 281 299 | 67 698 CHF | 70 511 CHF | 98,67% | 98,67% |
18/11/2024 | 3,61% | 0,26 CHF | 0,27 CHF | 275 000 | 275 000 | 255 745 | 255 745 | 69 548 CHF | 72 105 CHF | 99,29% | 99,29% |
15/11/2024 | 3,97% | 0,26 CHF | 0,27 CHF | 275 000 | 275 000 | 275 672 | 275 672 | 68 180 CHF | 70 937 CHF | 98,76% | 98,76% |
14/11/2024 | 3,89% | 0,24 CHF | 0,25 CHF | 300 000 | 300 000 | 279 562 | 279 564 | 70 562 CHF | 73 358 CHF | 99,39% | 99,39% |
13/11/2024 | 4,01% | 0,27 CHF | 0,28 CHF | 275 000 | 275 000 | 262 989 | 262 989 | 64 321 CHF | 66 951 CHF | 98,11% | 98,11% |
12/11/2024 | 4,06% | 0,25 CHF | 0,26 CHF | 150 000 | 150 000 | 147 814 | 147 814 | 35 689 CHF | 37 168 CHF | 99,04% | 99,04% |
11/11/2024 | 4,58% | 0,23 CHF | 0,24 CHF | 163 000 | 163 000 | 171 496 | 171 496 | 36 616 CHF | 38 331 CHF | 98,88% | 98,88% |
08/11/2024 | 5,17% | 0,19 CHF | 0,20 CHF | 188 000 | 188 000 | 192 544 | 192 544 | 36 327 CHF | 38 252 CHF | 99,30% | 99,30% |
07/11/2024 | 4,44% | 0,20 CHF | 0,21 CHF | 175 000 | 175 000 | 165 257 | 165 256 | 36 464 CHF | 38 116 CHF | 99,29% | 99,29% |