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 | 2,05% | 0,49 CHF | 0,50 CHF | 230 000 | 230 000 | 220 998 | 220 998 | 106 511 CHF | 108 721 CHF | 98,80% | 98,80% |
19/11/2024 | 2,00% | 0,50 CHF | 0,51 CHF | 230 000 | 230 000 | 227 572 | 227 572 | 112 979 CHF | 115 255 CHF | 98,62% | 98,62% |
18/11/2024 | 2,07% | 0,47 CHF | 0,48 CHF | 220 000 | 220 000 | 219 087 | 219 087 | 104 543 CHF | 106 734 CHF | 99,39% | 99,39% |
15/11/2024 | 2,06% | 0,48 CHF | 0,49 CHF | 220 000 | 220 000 | 219 087 | 219 087 | 105 464 CHF | 107 654 CHF | 99,34% | 99,34% |
14/11/2024 | 1,99% | 0,49 CHF | 0,50 CHF | 220 000 | 220 000 | 223 201 | 223 201 | 111 037 CHF | 113 269 CHF | 97,44% | 97,44% |
13/11/2024 | 2,03% | 0,50 CHF | 0,51 CHF | 230 000 | 230 000 | 221 156 | 221 156 | 107 991 CHF | 110 202 CHF | 98,73% | 98,73% |
12/11/2024 | 2,02% | 0,52 CHF | 0,53 CHF | 230 000 | 230 000 | 220 830 | 220 830 | 108 225 CHF | 110 433 CHF | 98,95% | 98,95% |
11/11/2024 | 2,19% | 0,46 CHF | 0,47 CHF | 220 000 | 220 000 | 219 091 | 219 091 | 99 076 CHF | 101 267 CHF | 99,76% | 99,76% |
08/11/2024 | 2,09% | 0,48 CHF | 0,49 CHF | 220 000 | 220 000 | 219 073 | 219 073 | 103 671 CHF | 105 862 CHF | 97,97% | 97,97% |
07/11/2024 | 2,17% | 0,46 CHF | 0,47 CHF | 220 000 | 220 000 | 219 084 | 219 084 | 99 823 CHF | 102 014 CHF | 99,06% | 99,06% |