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 | 5,31% | 0,16 CHF | 0,17 CHF | 305 000 | 305 000 | 299 946 | 299 946 | 55 206 CHF | 58 205 CHF | 100,00% | 100,00% |
19/11/2024 | 5,59% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 300 114 | 300 114 | 52 790 CHF | 55 791 CHF | 99,26% | 99,26% |
18/11/2024 | 3,18% | 0,28 CHF | 0,29 CHF | 290 000 | 290 000 | 288 154 | 288 154 | 89 372 CHF | 92 253 CHF | 99,97% | 99,97% |
15/11/2024 | 2,74% | 0,36 CHF | 0,37 CHF | 285 000 | 285 000 | 283 477 | 283 477 | 102 032 CHF | 104 867 CHF | 99,64% | 99,64% |
14/11/2024 | 2,37% | 0,37 CHF | 0,38 CHF | 285 000 | 285 000 | 278 056 | 278 056 | 116 812 CHF | 119 592 CHF | 97,19% | 97,19% |
13/11/2024 | - | 0,21 CHF | - CHF | 300 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
12/11/2024 | 3,63% | 0,19 CHF | 0,27 CHF | 300 000 | 295 000 | 289 355 | 289 355 | 78 350 CHF | 81 243 CHF | 58,60% | 99,25% |
11/11/2024 | 2,88% | 0,34 CHF | 0,35 CHF | 285 000 | 285 000 | 283 825 | 283 825 | 97 117 CHF | 99 955 CHF | 100,00% | 100,00% |
08/11/2024 | 3,24% | 0,28 CHF | 0,29 CHF | 290 000 | 290 000 | 287 691 | 287 691 | 87 777 CHF | 90 654 CHF | 98,88% | 98,88% |
07/11/2024 | 2,93% | 0,38 CHF | 0,39 CHF | 280 000 | 280 000 | 283 389 | 283 389 | 95 561 CHF | 98 395 CHF | 99,76% | 99,76% |