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 | 2,53% | 0,40 CHF | 0,41 CHF | 230 000 | 230 000 | 221 024 | 221 024 | 86 134 CHF | 88 344 CHF | 98,76% | 98,76% |
19/11/2024 | 2,45% | 0,41 CHF | 0,42 CHF | 230 000 | 230 000 | 227 586 | 227 586 | 91 739 CHF | 94 015 CHF | 98,38% | 98,38% |
18/11/2024 | 2,57% | 0,38 CHF | 0,39 CHF | 220 000 | 220 000 | 219 081 | 219 081 | 84 071 CHF | 86 262 CHF | 98,69% | 98,69% |
15/11/2024 | 2,54% | 0,38 CHF | 0,39 CHF | 220 000 | 220 000 | 219 084 | 219 084 | 85 140 CHF | 87 331 CHF | 99,06% | 99,06% |
14/11/2024 | 2,45% | 0,39 CHF | 0,40 CHF | 220 000 | 220 000 | 223 200 | 223 200 | 89 951 CHF | 92 183 CHF | 97,61% | 97,61% |
13/11/2024 | 2,50% | 0,41 CHF | 0,42 CHF | 230 000 | 230 000 | 221 146 | 221 146 | 87 362 CHF | 89 574 CHF | 98,83% | 98,83% |
12/11/2024 | 2,49% | 0,42 CHF | 0,43 CHF | 230 000 | 230 000 | 220 826 | 220 826 | 87 605 CHF | 89 813 CHF | 98,87% | 98,87% |
11/11/2024 | 2,76% | 0,36 CHF | 0,37 CHF | 220 000 | 220 000 | 219 084 | 219 084 | 78 354 CHF | 80 545 CHF | 99,02% | 99,02% |
08/11/2024 | 2,60% | 0,39 CHF | 0,40 CHF | 220 000 | 220 000 | 219 074 | 219 074 | 83 109 CHF | 85 300 CHF | 98,07% | 98,07% |
07/11/2024 | 2,73% | 0,36 CHF | 0,37 CHF | 220 000 | 220 000 | 219 078 | 219 078 | 79 216 CHF | 81 407 CHF | 98,40% | 98,40% |