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 | 2,90% | 0,31 CHF | 0,32 CHF | 305 000 | 305 000 | 299 939 | 299 939 | 102 008 CHF | 105 007 CHF | 99,82% | 99,82% |
19/11/2024 | 2,97% | 0,33 CHF | 0,34 CHF | 300 000 | 300 000 | 300 097 | 300 097 | 99 762 CHF | 102 763 CHF | 98,76% | 98,76% |
18/11/2024 | 2,07% | 0,45 CHF | 0,46 CHF | 290 000 | 290 000 | 288 155 | 288 155 | 137 638 CHF | 140 520 CHF | 100,00% | 100,00% |
15/11/2024 | 1,88% | 0,52 CHF | 0,53 CHF | 285 000 | 285 000 | 283 476 | 283 476 | 149 389 CHF | 152 224 CHF | 99,59% | 99,59% |
14/11/2024 | 1,69% | 0,54 CHF | 0,55 CHF | 285 000 | 285 000 | 278 045 | 278 045 | 163 231 CHF | 166 011 CHF | 98,13% | 98,13% |
13/11/2024 | 2,78% | 0,36 CHF | 0,37 CHF | 300 000 | 300 000 | 297 577 | 297 577 | 105 618 CHF | 108 594 CHF | 99,81% | 99,81% |
12/11/2024 | 2,35% | 0,34 CHF | 0,35 CHF | 300 000 | 300 000 | 291 917 | 291 917 | 123 234 CHF | 126 153 CHF | 99,19% | 99,19% |
11/11/2024 | 1,95% | 0,50 CHF | 0,51 CHF | 285 000 | 285 000 | 283 825 | 283 825 | 144 314 CHF | 147 152 CHF | 100,00% | 100,00% |
08/11/2024 | 2,10% | 0,45 CHF | 0,46 CHF | 290 000 | 290 000 | 287 692 | 287 692 | 135 868 CHF | 138 745 CHF | 98,96% | 98,96% |
07/11/2024 | 1,96% | 0,55 CHF | 0,56 CHF | 280 000 | 280 000 | 283 386 | 283 386 | 143 184 CHF | 146 018 CHF | 99,67% | 99,67% |