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 | 2,47% | 0,35 CHF | 0,36 CHF | 315 000 | 315 000 | 110 281 | 110 281 | 42 548 CHF | 43 652 CHF | 99,78% | 99,78% |
19/11/2024 | 2,45% | 0,42 CHF | 0,43 CHF | 325 000 | 325 000 | 111 934 | 111 934 | 46 837 CHF | 47 957 CHF | 100,00% | 100,00% |
18/11/2024 | 2,54% | 0,40 CHF | 0,41 CHF | 320 000 | 320 000 | 110 134 | 110 134 | 43 846 CHF | 44 948 CHF | 99,91% | 99,91% |
15/11/2024 | 2,69% | 0,39 CHF | 0,40 CHF | 320 000 | 320 000 | 109 463 | 109 463 | 41 361 CHF | 42 457 CHF | 100,00% | 100,00% |
14/11/2024 | 2,71% | 0,34 CHF | 0,35 CHF | 310 000 | 310 000 | 105 294 | 105 294 | 37 770 CHF | 38 824 CHF | 100,00% | 100,00% |
13/11/2024 | 2,68% | 0,37 CHF | 0,38 CHF | 315 000 | 315 000 | 109 305 | 109 305 | 40 674 CHF | 41 768 CHF | 100,00% | 100,00% |
12/11/2024 | 2,91% | 0,36 CHF | 0,37 CHF | 315 000 | 315 000 | 109 245 | 109 245 | 38 782 CHF | 39 876 CHF | 100,00% | 100,00% |
11/11/2024 | 3,02% | 0,30 CHF | 0,31 CHF | 310 000 | 310 000 | 107 632 | 107 632 | 34 535 CHF | 35 613 CHF | 99,78% | 99,78% |
08/11/2024 | 5,43% | 0,32 CHF | 0,33 CHF | 315 000 | 315 000 | 87 349 | 87 349 | 29 787 CHF | 30 770 CHF | 99,21% | 99,21% |
07/11/2024 | - | 0,21 CHF | - CHF | 295 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,85% |