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 | 2,86% | 0,80 CHF | 0,81 CHF | 195 000 | 195 000 | 86 940 | 86 940 | 69 850 CHF | 71 425 CHF | 99,89% | 99,89% |
19/11/2024 | 2,78% | 0,82 CHF | 0,83 CHF | 195 000 | 195 000 | 80 362 | 80 362 | 67 540 CHF | 68 985 CHF | 100,00% | 100,00% |
18/11/2024 | 2,08% | 0,88 CHF | 0,89 CHF | 200 000 | 200 000 | 89 573 | 89 573 | 81 526 CHF | 82 928 CHF | 99,89% | 99,89% |
15/11/2024 | 1,89% | 0,94 CHF | 0,95 CHF | 205 000 | 205 000 | 91 453 | 91 453 | 86 209 CHF | 87 597 CHF | 99,90% | 99,90% |
14/11/2024 | 2,47% | 0,91 CHF | 0,92 CHF | 200 000 | 200 000 | 68 836 | 68 836 | 62 020 CHF | 63 055 CHF | 100,00% | 100,00% |
13/11/2024 | 2,84% | 0,86 CHF | 0,87 CHF | 200 000 | 200 000 | 87 819 | 87 819 | 72 837 CHF | 74 420 CHF | 100,00% | 100,00% |
12/11/2024 | 3,06% | 0,82 CHF | 0,83 CHF | 195 000 | 195 000 | 86 092 | 86 092 | 66 392 CHF | 67 943 CHF | 99,85% | 99,85% |
11/11/2024 | 3,36% | 0,74 CHF | 0,75 CHF | 190 000 | 190 000 | 83 943 | 83 943 | 59 004 CHF | 60 518 CHF | 99,56% | 99,56% |
08/11/2024 | 3,29% | 0,71 CHF | 0,72 CHF | 190 000 | 190 000 | 85 336 | 85 336 | 60 273 CHF | 61 813 CHF | 99,16% | 99,16% |
07/11/2024 | 3,09% | 0,71 CHF | 0,72 CHF | 190 000 | 190 000 | 85 398 | 85 398 | 62 631 CHF | 64 179 CHF | 100,00% | 100,00% |