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 | 2,61% | 0,37 CHF | 0,38 CHF | 230 000 | 230 000 | 221 017 | 221 017 | 83 702 CHF | 85 912 CHF | 99,47% | 99,47% |
19/11/2024 | 2,71% | 0,36 CHF | 0,37 CHF | 230 000 | 230 000 | 227 604 | 227 604 | 83 048 CHF | 85 324 CHF | 99,92% | 99,92% |
18/11/2024 | 2,54% | 0,39 CHF | 0,40 CHF | 220 000 | 220 000 | 219 092 | 219 092 | 85 034 CHF | 87 225 CHF | 99,89% | 99,89% |
15/11/2024 | 2,55% | 0,39 CHF | 0,40 CHF | 220 000 | 220 000 | 219 093 | 219 093 | 84 766 CHF | 86 957 CHF | 100,00% | 100,00% |
14/11/2024 | 2,66% | 0,38 CHF | 0,39 CHF | 220 000 | 220 000 | 223 229 | 223 229 | 82 720 CHF | 84 953 CHF | 98,56% | 98,56% |
13/11/2024 | 2,60% | 0,36 CHF | 0,37 CHF | 230 000 | 230 000 | 221 145 | 221 145 | 84 090 CHF | 86 301 CHF | 99,84% | 99,84% |
12/11/2024 | 2,61% | 0,35 CHF | 0,36 CHF | 230 000 | 230 000 | 220 835 | 220 835 | 83 570 CHF | 85 779 CHF | 99,88% | 99,88% |
11/11/2024 | 2,36% | 0,41 CHF | 0,42 CHF | 220 000 | 220 000 | 219 093 | 219 093 | 91 674 CHF | 93 865 CHF | 100,00% | 100,00% |
08/11/2024 | 2,46% | 0,39 CHF | 0,40 CHF | 220 000 | 220 000 | 219 083 | 219 083 | 87 827 CHF | 90 018 CHF | 99,04% | 99,04% |
07/11/2024 | 2,34% | 0,42 CHF | 0,43 CHF | 220 000 | 220 000 | 219 093 | 219 093 | 92 532 CHF | 94 723 CHF | 100,00% | 100,00% |