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 | 3,02% | 0,29 CHF | 0,30 CHF | 175 000 | 175 000 | 168 814 | 168 814 | 55 082 CHF | 56 770 CHF | 99,43% | 99,43% |
19/11/2024 | 3,04% | 0,32 CHF | 0,33 CHF | 175 000 | 175 000 | 171 337 | 171 337 | 55 545 CHF | 57 258 CHF | 99,31% | 99,31% |
18/11/2024 | 3,20% | 0,32 CHF | 0,33 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 53 890 CHF | 55 640 CHF | 99,09% | 99,09% |
15/11/2024 | 3,37% | 0,32 CHF | 0,33 CHF | 175 000 | 175 000 | 179 151 | 179 151 | 52 231 CHF | 54 022 CHF | 99,46% | 99,46% |
14/11/2024 | 3,09% | 0,32 CHF | 0,33 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 55 804 CHF | 57 554 CHF | 98,85% | 98,85% |
13/11/2024 | 3,18% | 0,31 CHF | 0,32 CHF | 175 000 | 175 000 | 156 163 | 156 163 | 48 304 CHF | 49 866 CHF | 98,76% | 98,76% |
12/11/2024 | 3,14% | 0,31 CHF | 0,32 CHF | 88 000 | 88 000 | 87 650 | 87 650 | 27 467 CHF | 28 344 CHF | 98,82% | 98,82% |
11/11/2024 | 3,23% | 0,33 CHF | 0,34 CHF | 75 000 | 75 000 | 86 346 | 86 346 | 26 273 CHF | 27 137 CHF | 99,01% | 99,01% |
08/11/2024 | 3,69% | 0,30 CHF | 0,31 CHF | 88 000 | 88 000 | 98 210 | 98 210 | 26 158 CHF | 27 140 CHF | 99,30% | 99,30% |
07/11/2024 | 3,47% | 0,25 CHF | 0,26 CHF | 100 000 | 100 000 | 92 029 | 92 029 | 26 022 CHF | 26 942 CHF | 99,23% | 99,23% |