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 | 2,51% | 0,46 CHF | 0,47 CHF | 165 000 | 165 000 | 72 208 | 72 208 | 29 909 CHF | 30 633 CHF | 99,57% | 99,57% |
19/11/2024 | 2,40% | 0,39 CHF | 0,40 CHF | 160 000 | 160 000 | 71 485 | 71 485 | 30 934 CHF | 31 663 CHF | 99,22% | 99,22% |
18/11/2024 | 1,97% | 0,50 CHF | 0,51 CHF | 170 000 | 170 000 | 75 914 | 75 914 | 38 911 CHF | 39 672 CHF | 99,90% | 99,90% |
15/11/2024 | 2,02% | 0,55 CHF | 0,56 CHF | 170 000 | 170 000 | 69 357 | 69 357 | 36 711 CHF | 37 406 CHF | 91,93% | 91,93% |
14/11/2024 | 3,53% | 0,27 CHF | 0,28 CHF | 150 000 | 150 000 | 66 137 | 66 137 | 18 627 CHF | 19 296 CHF | 99,72% | 99,72% |
13/11/2024 | 2,65% | 0,31 CHF | 0,32 CHF | 150 000 | 150 000 | 70 316 | 70 316 | 25 664 CHF | 26 369 CHF | 99,93% | 99,93% |
12/11/2024 | 2,73% | 0,38 CHF | 0,39 CHF | 160 000 | 160 000 | 70 281 | 70 281 | 26 084 CHF | 26 788 CHF | 99,92% | 99,92% |
11/11/2024 | 3,71% | 0,36 CHF | 0,37 CHF | 155 000 | 155 000 | 63 861 | 63 861 | 21 545 CHF | 22 241 CHF | 99,90% | 99,90% |
08/11/2024 | 3,35% | 0,27 CHF | 0,28 CHF | 150 000 | 150 000 | 69 277 | 69 277 | 20 168 CHF | 20 862 CHF | 97,41% | 97,41% |
07/11/2024 | 2,62% | 0,37 CHF | 0,38 CHF | 160 000 | 160 000 | 71 182 | 71 182 | 26 808 CHF | 27 522 CHF | 100,00% | 100,00% |