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 | 2,73% | 0,35 CHF | 0,36 CHF | 230 000 | 230 000 | 221 017 | 221 017 | 79 858 CHF | 82 068 CHF | 99,44% | 99,44% |
19/11/2024 | 2,84% | 0,34 CHF | 0,35 CHF | 230 000 | 230 000 | 227 605 | 227 605 | 79 161 CHF | 81 437 CHF | 100,00% | 100,00% |
18/11/2024 | 2,66% | 0,38 CHF | 0,39 CHF | 220 000 | 220 000 | 219 092 | 219 092 | 81 217 CHF | 83 408 CHF | 99,88% | 99,88% |
15/11/2024 | 2,67% | 0,37 CHF | 0,38 CHF | 220 000 | 220 000 | 219 093 | 219 093 | 80 961 CHF | 83 152 CHF | 100,00% | 100,00% |
14/11/2024 | 2,80% | 0,36 CHF | 0,37 CHF | 220 000 | 220 000 | 223 227 | 223 227 | 78 764 CHF | 80 996 CHF | 98,57% | 98,57% |
13/11/2024 | 2,72% | 0,35 CHF | 0,36 CHF | 230 000 | 230 000 | 221 161 | 221 161 | 80 228 CHF | 82 440 CHF | 100,00% | 100,00% |
12/11/2024 | 2,73% | 0,33 CHF | 0,34 CHF | 230 000 | 230 000 | 220 835 | 220 835 | 79 747 CHF | 81 956 CHF | 99,90% | 99,90% |
11/11/2024 | 2,46% | 0,40 CHF | 0,41 CHF | 220 000 | 220 000 | 219 093 | 219 093 | 88 120 CHF | 90 311 CHF | 100,00% | 100,00% |
08/11/2024 | 2,58% | 0,38 CHF | 0,39 CHF | 220 000 | 220 000 | 219 083 | 219 083 | 84 016 CHF | 86 207 CHF | 99,05% | 99,05% |
07/11/2024 | 2,44% | 0,40 CHF | 0,41 CHF | 220 000 | 220 000 | 219 093 | 219 093 | 88 747 CHF | 90 938 CHF | 100,00% | 100,00% |