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 | 3,29% | 0,31 CHF | 0,32 CHF | 370 000 | 370 000 | 368 433 | 368 433 | 110 035 CHF | 113 719 CHF | 97,34% | 97,34% |
19/11/2024 | 3,10% | 0,32 CHF | 0,33 CHF | 370 000 | 370 000 | 370 031 | 370 031 | 117 616 CHF | 121 317 CHF | 95,19% | 95,19% |
18/11/2024 | 3,02% | 0,31 CHF | 0,32 CHF | 370 000 | 370 000 | 370 149 | 370 149 | 120 654 CHF | 124 356 CHF | 96,30% | 96,30% |
15/11/2024 | 3,05% | 0,32 CHF | 0,33 CHF | 370 000 | 370 000 | 368 431 | 368 431 | 118 803 CHF | 122 488 CHF | 97,23% | 97,23% |
14/11/2024 | 3,24% | 0,30 CHF | 0,31 CHF | 370 000 | 370 000 | 368 366 | 368 366 | 112 154 CHF | 115 838 CHF | 93,30% | 93,30% |
13/11/2024 | 2,53% | 0,39 CHF | 0,40 CHF | 380 000 | 380 000 | 378 634 | 378 634 | 147 638 CHF | 151 424 CHF | 96,51% | 96,51% |
12/11/2024 | 2,84% | 0,37 CHF | 0,38 CHF | 380 000 | 380 000 | 375 533 | 375 533 | 130 683 CHF | 134 438 CHF | 98,15% | 98,15% |
11/11/2024 | 3,08% | 0,32 CHF | 0,33 CHF | 370 000 | 370 000 | 368 461 | 368 461 | 117 735 CHF | 121 420 CHF | 99,15% | 99,15% |
08/11/2024 | 2,86% | 0,33 CHF | 0,34 CHF | 370 000 | 370 000 | 371 679 | 371 679 | 127 982 CHF | 131 699 CHF | 95,48% | 95,48% |
07/11/2024 | 2,69% | 0,36 CHF | 0,37 CHF | 380 000 | 380 000 | 376 656 | 376 656 | 138 337 CHF | 142 104 CHF | 93,46% | 93,46% |