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 | 2,19% | 0,44 CHF | 0,45 CHF | 230 000 | 230 000 | 221 017 | 221 017 | 99 604 CHF | 101 814 CHF | 99,43% | 99,43% |
19/11/2024 | 2,27% | 0,43 CHF | 0,44 CHF | 230 000 | 230 000 | 227 605 | 227 605 | 99 396 CHF | 101 672 CHF | 100,00% | 100,00% |
18/11/2024 | 2,15% | 0,47 CHF | 0,48 CHF | 220 000 | 220 000 | 219 092 | 219 092 | 100 836 CHF | 103 027 CHF | 99,88% | 99,88% |
15/11/2024 | 2,15% | 0,46 CHF | 0,47 CHF | 220 000 | 220 000 | 219 093 | 219 093 | 100 611 CHF | 102 802 CHF | 100,00% | 100,00% |
14/11/2024 | 2,24% | 0,45 CHF | 0,46 CHF | 220 000 | 220 000 | 223 227 | 223 227 | 98 733 CHF | 100 966 CHF | 98,59% | 98,59% |
13/11/2024 | 2,19% | 0,43 CHF | 0,44 CHF | 230 000 | 230 000 | 221 159 | 221 159 | 100 026 CHF | 102 237 CHF | 100,00% | 100,00% |
12/11/2024 | 2,20% | 0,42 CHF | 0,43 CHF | 230 000 | 230 000 | 220 835 | 220 835 | 99 451 CHF | 101 659 CHF | 99,90% | 99,90% |
11/11/2024 | 2,01% | 0,49 CHF | 0,50 CHF | 220 000 | 220 000 | 219 093 | 219 093 | 107 735 CHF | 109 926 CHF | 100,00% | 100,00% |
08/11/2024 | 2,09% | 0,47 CHF | 0,48 CHF | 220 000 | 220 000 | 219 083 | 219 083 | 103 676 CHF | 105 867 CHF | 99,05% | 99,05% |
07/11/2024 | 2,00% | 0,49 CHF | 0,50 CHF | 220 000 | 220 000 | 219 093 | 219 093 | 108 458 CHF | 110 649 CHF | 100,00% | 100,00% |