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 | 3,50% | 0,26 CHF | 0,27 CHF | 660 000 | 660 000 | 660 000 | 660 000 | 185 426 CHF | 192 026 CHF | 99,42% | 99,42% |
19/11/2024 | 3,35% | 0,31 CHF | 0,32 CHF | 660 000 | 660 000 | 660 000 | 660 000 | 193 670 CHF | 200 270 CHF | 100,00% | 100,00% |
18/11/2024 | 3,43% | 0,30 CHF | 0,31 CHF | 710 000 | 710 000 | 710 000 | 710 000 | 203 611 CHF | 210 711 CHF | 99,26% | 99,26% |
15/11/2024 | 3,36% | 0,28 CHF | 0,29 CHF | 720 000 | 720 000 | 720 000 | 720 000 | 210 843 CHF | 218 043 CHF | 98,67% | 98,67% |
14/11/2024 | 3,49% | 0,30 CHF | 0,31 CHF | 680 000 | 680 000 | 680 000 | 680 000 | 191 620 CHF | 198 420 CHF | 100,00% | 100,00% |
13/11/2024 | 3,05% | 0,30 CHF | 0,31 CHF | 650 000 | 650 000 | 650 000 | 650 000 | 210 004 CHF | 216 504 CHF | 99,08% | 99,08% |
12/11/2024 | 2,98% | 0,33 CHF | 0,34 CHF | 640 000 | 640 000 | 640 000 | 640 000 | 211 335 CHF | 217 735 CHF | 99,81% | 99,81% |
11/11/2024 | 2,80% | 0,35 CHF | 0,36 CHF | 600 000 | 600 000 | 600 000 | 600 000 | 211 229 CHF | 217 229 CHF | 100,00% | 100,00% |
08/11/2024 | 2,37% | 0,39 CHF | 0,40 CHF | 580 000 | 580 000 | 580 000 | 580 000 | 241 480 CHF | 247 280 CHF | 100,00% | 100,00% |
07/11/2024 | 2,31% | 0,44 CHF | 0,45 CHF | 600 000 | 600 000 | 600 000 | 600 000 | 257 436 CHF | 263 436 CHF | 99,96% | 99,96% |