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 | 3,15% | 0,27 CHF | 0,28 CHF | 315 000 | 315 000 | 110 290 | 110 290 | 32 760 CHF | 33 864 CHF | 99,78% | 99,78% |
19/11/2024 | 3,09% | 0,33 CHF | 0,34 CHF | 325 000 | 325 000 | 111 939 | 111 939 | 37 008 CHF | 38 129 CHF | 100,00% | 100,00% |
18/11/2024 | 3,26% | 0,31 CHF | 0,32 CHF | 320 000 | 320 000 | 110 142 | 110 142 | 34 091 CHF | 35 194 CHF | 99,91% | 99,91% |
15/11/2024 | 3,50% | 0,30 CHF | 0,31 CHF | 320 000 | 320 000 | 109 477 | 109 477 | 31 694 CHF | 32 790 CHF | 100,00% | 100,00% |
14/11/2024 | 3,55% | 0,25 CHF | 0,26 CHF | 310 000 | 310 000 | 105 382 | 105 382 | 28 428 CHF | 29 483 CHF | 100,00% | 100,00% |
13/11/2024 | 3,50% | 0,28 CHF | 0,29 CHF | 315 000 | 315 000 | 109 310 | 109 310 | 30 992 CHF | 32 087 CHF | 100,00% | 100,00% |
12/11/2024 | 3,89% | 0,27 CHF | 0,28 CHF | 315 000 | 315 000 | 109 209 | 109 209 | 29 169 CHF | 30 262 CHF | 100,00% | 100,00% |
11/11/2024 | 4,10% | 0,21 CHF | 0,22 CHF | 310 000 | 310 000 | 107 635 | 107 635 | 24 961 CHF | 26 039 CHF | 99,78% | 99,78% |
08/11/2024 | 8,34% | 0,23 CHF | 0,24 CHF | 315 000 | 315 000 | 87 343 | 87 343 | 22 155 CHF | 23 170 CHF | 99,21% | 99,21% |
07/11/2024 | - | 0,15 CHF | - CHF | 295 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,85% |