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 | 1,76% | 0,57 CHF | 0,58 CHF | 330 000 | 330 000 | 323 788 | 323 788 | 182 441 CHF | 185 679 CHF | 100,00% | 100,00% |
19/11/2024 | 1,76% | 0,56 CHF | 0,57 CHF | 325 000 | 325 000 | 323 417 | 323 417 | 181 909 CHF | 185 143 CHF | 100,00% | 100,00% |
18/11/2024 | 1,84% | 0,54 CHF | 0,55 CHF | 320 000 | 320 000 | 318 028 | 318 028 | 171 291 CHF | 174 471 CHF | 100,00% | 100,00% |
15/11/2024 | 1,86% | 0,53 CHF | 0,54 CHF | 315 000 | 315 000 | 314 628 | 314 628 | 167 564 CHF | 170 710 CHF | 100,00% | 100,00% |
14/11/2024 | 1,77% | 0,55 CHF | 0,56 CHF | 320 000 | 320 000 | 321 011 | 321 011 | 179 569 CHF | 182 780 CHF | 98,92% | 98,92% |
13/11/2024 | 1,75% | 0,59 CHF | 0,60 CHF | 330 000 | 330 000 | 322 972 | 322 972 | 182 996 CHF | 186 225 CHF | 100,00% | 100,00% |
12/11/2024 | 1,87% | 0,55 CHF | 0,56 CHF | 320 000 | 320 000 | 315 003 | 315 003 | 166 754 CHF | 169 904 CHF | 99,47% | 99,47% |
11/11/2024 | 1,88% | 0,52 CHF | 0,53 CHF | 315 000 | 315 000 | 314 425 | 314 425 | 165 936 CHF | 169 080 CHF | 99,93% | 99,93% |
08/11/2024 | 1,85% | 0,54 CHF | 0,55 CHF | 320 000 | 320 000 | 315 083 | 315 083 | 168 840 CHF | 171 991 CHF | 98,90% | 98,90% |
07/11/2024 | 2,03% | 0,49 CHF | 0,50 CHF | 305 000 | 305 000 | 304 036 | 304 036 | 148 461 CHF | 151 501 CHF | 100,00% | 100,00% |