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 | 2,10% | 0,48 CHF | 0,49 CHF | 330 000 | 330 000 | 323 784 | 323 784 | 152 267 CHF | 155 505 CHF | 100,00% | 100,00% |
19/11/2024 | 2,11% | 0,47 CHF | 0,48 CHF | 325 000 | 325 000 | 323 417 | 323 417 | 151 658 CHF | 154 892 CHF | 100,00% | 100,00% |
18/11/2024 | 2,22% | 0,44 CHF | 0,45 CHF | 320 000 | 320 000 | 318 028 | 318 028 | 141 392 CHF | 144 573 CHF | 100,00% | 100,00% |
15/11/2024 | 2,26% | 0,44 CHF | 0,45 CHF | 315 000 | 315 000 | 314 628 | 314 628 | 137 602 CHF | 140 748 CHF | 100,00% | 100,00% |
14/11/2024 | 2,13% | 0,45 CHF | 0,46 CHF | 320 000 | 320 000 | 320 973 | 320 973 | 149 493 CHF | 152 703 CHF | 98,31% | 98,31% |
13/11/2024 | 2,10% | 0,49 CHF | 0,50 CHF | 330 000 | 330 000 | 322 972 | 322 972 | 152 550 CHF | 155 780 CHF | 100,00% | 100,00% |
12/11/2024 | 2,27% | 0,45 CHF | 0,46 CHF | 320 000 | 320 000 | 314 978 | 314 978 | 137 164 CHF | 140 314 CHF | 96,52% | 96,52% |
11/11/2024 | 2,28% | 0,43 CHF | 0,44 CHF | 315 000 | 315 000 | 314 424 | 314 424 | 136 420 CHF | 139 564 CHF | 99,93% | 99,93% |
08/11/2024 | 2,24% | 0,45 CHF | 0,46 CHF | 320 000 | 320 000 | 315 071 | 315 071 | 139 208 CHF | 142 358 CHF | 97,56% | 97,56% |
07/11/2024 | 2,50% | 0,40 CHF | 0,41 CHF | 305 000 | 305 000 | 304 034 | 304 034 | 120 048 CHF | 123 089 CHF | 100,00% | 100,00% |