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 | 3,64% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 200 526 | 200 526 | 54 148 CHF | 56 153 CHF | 99,09% | 99,09% |
19/11/2024 | 3,46% | 0,29 CHF | 0,30 CHF | 200 000 | 200 000 | 192 543 | 192 541 | 54 630 CHF | 56 555 CHF | 97,44% | 97,44% |
18/11/2024 | 3,88% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 203 871 | 203 871 | 51 522 CHF | 53 561 CHF | 99,31% | 99,31% |
15/11/2024 | 3,51% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 190 833 | 190 833 | 53 411 CHF | 55 319 CHF | 98,52% | 98,52% |
14/11/2024 | 3,39% | 0,30 CHF | 0,31 CHF | 175 000 | 175 000 | 181 133 | 181 133 | 52 563 CHF | 54 374 CHF | 99,28% | 99,28% |
13/11/2024 | 3,13% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 157 884 | 157 884 | 49 739 CHF | 51 318 CHF | 98,44% | 98,44% |
12/11/2024 | 3,20% | 0,30 CHF | 0,31 CHF | 88 000 | 88 000 | 87 663 | 87 663 | 26 975 CHF | 27 852 CHF | 98,78% | 98,78% |
11/11/2024 | 2,74% | 0,33 CHF | 0,34 CHF | 75 000 | 75 000 | 75 411 | 75 411 | 27 207 CHF | 27 961 CHF | 99,30% | 99,30% |
08/11/2024 | 2,28% | 0,41 CHF | 0,42 CHF | 63 000 | 63 000 | 63 000 | 63 000 | 27 367 CHF | 27 997 CHF | 99,42% | 99,42% |
07/11/2024 | 2,73% | 0,41 CHF | 0,42 CHF | 63 000 | 63 000 | 73 596 | 73 596 | 26 598 CHF | 27 334 CHF | 98,91% | 98,91% |