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 | 2,28% | 0,47 CHF | 0,48 CHF | 182 000 | 182 000 | 80 640 | 80 640 | 36 130 CHF | 36 937 CHF | 99,90% | 99,90% |
19/11/2024 | 2,15% | 0,47 CHF | 0,48 CHF | 184 000 | 184 000 | 81 845 | 81 845 | 38 554 CHF | 39 374 CHF | 100,00% | 100,00% |
18/11/2024 | 2,12% | 0,46 CHF | 0,47 CHF | 182 000 | 182 000 | 81 458 | 81 458 | 38 661 CHF | 39 477 CHF | 99,90% | 99,90% |
15/11/2024 | 2,23% | 0,48 CHF | 0,49 CHF | 182 000 | 182 000 | 80 591 | 80 591 | 37 131 CHF | 37 938 CHF | 99,90% | 99,90% |
14/11/2024 | 2,38% | 0,44 CHF | 0,45 CHF | 180 000 | 180 000 | 80 146 | 80 146 | 34 495 CHF | 35 298 CHF | 100,00% | 100,00% |
13/11/2024 | 2,43% | 0,42 CHF | 0,43 CHF | 180 000 | 180 000 | 80 281 | 80 281 | 33 612 CHF | 34 417 CHF | 100,00% | 100,00% |
12/11/2024 | 2,51% | 0,40 CHF | 0,41 CHF | 178 000 | 178 000 | 79 865 | 79 865 | 32 086 CHF | 32 886 CHF | 99,86% | 99,86% |
11/11/2024 | 2,63% | 0,40 CHF | 0,41 CHF | 178 000 | 178 000 | 79 795 | 79 795 | 30 840 CHF | 31 639 CHF | 99,90% | 99,90% |
08/11/2024 | 2,64% | 0,38 CHF | 0,39 CHF | 178 000 | 178 000 | 79 958 | 79 958 | 30 438 CHF | 31 239 CHF | 100,00% | 100,00% |
07/11/2024 | 2,64% | 0,38 CHF | 0,39 CHF | 180 000 | 180 000 | 80 087 | 80 087 | 30 445 CHF | 31 247 CHF | 99,89% | 99,89% |