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 | 3,33% | 0,31 CHF | 0,32 CHF | 230 000 | 230 000 | 221 019 | 221 019 | 65 353 CHF | 67 563 CHF | 92,51% | 92,51% |
19/11/2024 | 3,18% | 0,31 CHF | 0,32 CHF | 230 000 | 230 000 | 227 582 | 227 582 | 70 514 CHF | 72 789 CHF | 95,72% | 95,72% |
18/11/2024 | 3,40% | 0,28 CHF | 0,29 CHF | 220 000 | 220 000 | 219 059 | 219 059 | 63 434 CHF | 65 625 CHF | 96,44% | 96,44% |
15/11/2024 | 3,34% | 0,29 CHF | 0,30 CHF | 220 000 | 220 000 | 219 060 | 219 060 | 64 427 CHF | 66 617 CHF | 96,47% | 96,47% |
14/11/2024 | 3,18% | 0,30 CHF | 0,31 CHF | 220 000 | 220 000 | 223 133 | 223 133 | 69 206 CHF | 71 437 CHF | 94,11% | 94,11% |
13/11/2024 | 3,27% | 0,32 CHF | 0,33 CHF | 230 000 | 230 000 | 221 058 | 221 058 | 66 754 CHF | 68 964 CHF | 93,92% | 93,92% |
12/11/2024 | 3,25% | 0,33 CHF | 0,34 CHF | 230 000 | 230 000 | 220 842 | 220 842 | 67 012 CHF | 69 220 CHF | 95,39% | 95,39% |
11/11/2024 | 3,72% | 0,27 CHF | 0,28 CHF | 220 000 | 220 000 | 219 077 | 219 077 | 57 841 CHF | 60 031 CHF | 98,26% | 98,26% |
08/11/2024 | 3,44% | 0,29 CHF | 0,30 CHF | 220 000 | 220 000 | 219 044 | 219 044 | 62 587 CHF | 64 778 CHF | 94,94% | 94,94% |
07/11/2024 | 3,68% | 0,27 CHF | 0,28 CHF | 220 000 | 220 000 | 219 049 | 219 049 | 58 579 CHF | 60 770 CHF | 95,37% | 95,37% |