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 | 2,70% | 0,38 CHF | 0,39 CHF | 188 000 | 188 000 | 186 229 | 186 229 | 68 116 CHF | 69 978 CHF | 100,00% | 100,00% |
19/11/2024 | 2,64% | 0,37 CHF | 0,38 CHF | 186 000 | 186 000 | 187 039 | 187 039 | 69 972 CHF | 71 842 CHF | 100,00% | 100,00% |
18/11/2024 | 2,76% | 0,34 CHF | 0,35 CHF | 184 000 | 184 000 | 185 259 | 185 259 | 66 317 CHF | 68 169 CHF | 100,00% | 100,00% |
15/11/2024 | 2,69% | 0,36 CHF | 0,37 CHF | 186 000 | 186 000 | 185 195 | 185 195 | 67 971 CHF | 69 823 CHF | 100,00% | 100,00% |
14/11/2024 | 2,53% | 0,38 CHF | 0,39 CHF | 186 000 | 186 000 | 187 298 | 187 298 | 73 067 CHF | 74 940 CHF | 99,33% | 99,33% |
13/11/2024 | 2,21% | 0,45 CHF | 0,46 CHF | 192 000 | 192 000 | 191 354 | 191 354 | 85 665 CHF | 87 578 CHF | 100,00% | 100,00% |
12/11/2024 | 2,38% | 0,46 CHF | 0,47 CHF | 192 000 | 192 000 | 189 166 | 189 166 | 78 502 CHF | 80 394 CHF | 100,00% | 100,00% |
11/11/2024 | 2,59% | 0,39 CHF | 0,40 CHF | 186 000 | 186 000 | 186 014 | 186 014 | 70 784 CHF | 72 644 CHF | 99,93% | 99,93% |
08/11/2024 | 2,62% | 0,40 CHF | 0,41 CHF | 188 000 | 188 000 | 185 802 | 185 802 | 69 998 CHF | 71 856 CHF | 100,00% | 100,00% |
07/11/2024 | 2,81% | 0,35 CHF | 0,36 CHF | 182 000 | 182 000 | 182 781 | 182 781 | 64 137 CHF | 65 964 CHF | 100,00% | 100,00% |