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 | 2,69% | 0,40 CHF | 0,41 CHF | 960 000 | 960 000 | 372 485 | 372 485 | 144 483 CHF | 148 219 CHF | 99,91% | 99,91% |
19/11/2024 | 5,45% | 0,40 CHF | 0,41 CHF | 960 000 | 960 000 | 312 226 | 312 226 | 129 464 CHF | 134 154 CHF | 97,53% | 97,53% |
18/11/2024 | 2,22% | 0,44 CHF | 0,45 CHF | 960 000 | 960 000 | 374 101 | 374 101 | 170 240 CHF | 173 987 CHF | 98,92% | 98,92% |
15/11/2024 | 2,53% | 0,42 CHF | 0,43 CHF | 960 000 | 960 000 | 385 127 | 385 127 | 156 449 CHF | 160 306 CHF | 98,93% | 98,93% |
14/11/2024 | 2,68% | 0,37 CHF | 0,38 CHF | 880 000 | 880 000 | 350 335 | 350 335 | 133 070 CHF | 136 589 CHF | 100,00% | 100,00% |
13/11/2024 | 2,74% | 0,38 CHF | 0,39 CHF | 960 000 | 960 000 | 355 133 | 355 133 | 133 189 CHF | 136 756 CHF | 100,00% | 100,00% |
12/11/2024 | 5,71% | 0,38 CHF | 0,39 CHF | 880 000 | 880 000 | 265 947 | 265 947 | 100 987 CHF | 105 339 CHF | 100,00% | 100,00% |
11/11/2024 | 2,73% | 0,39 CHF | 0,40 CHF | 960 000 | 960 000 | 369 861 | 369 861 | 140 422 CHF | 144 137 CHF | 100,00% | 100,00% |
08/11/2024 | 3,24% | 0,37 CHF | 0,38 CHF | 960 000 | 960 000 | 356 039 | 356 039 | 130 430 CHF | 134 037 CHF | 100,00% | 100,00% |
07/11/2024 | 2,61% | 0,37 CHF | 0,38 CHF | 960 000 | 960 000 | 379 801 | 379 801 | 145 113 CHF | 148 928 CHF | 99,76% | 99,76% |