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 | 2,52% | 0,40 CHF | 0,41 CHF | 370 000 | 370 000 | 368 465 | 368 465 | 144 427 CHF | 148 111 CHF | 99,39% | 99,39% |
19/11/2024 | 2,41% | 0,41 CHF | 0,42 CHF | 370 000 | 370 000 | 370 031 | 370 031 | 151 993 CHF | 155 693 CHF | 99,17% | 99,17% |
18/11/2024 | 2,35% | 0,41 CHF | 0,42 CHF | 370 000 | 370 000 | 369 937 | 369 937 | 155 313 CHF | 159 013 CHF | 99,80% | 99,80% |
15/11/2024 | 2,37% | 0,41 CHF | 0,42 CHF | 370 000 | 370 000 | 368 459 | 368 459 | 153 385 CHF | 157 070 CHF | 99,00% | 99,00% |
14/11/2024 | 2,48% | 0,40 CHF | 0,41 CHF | 370 000 | 370 000 | 368 453 | 368 453 | 147 189 CHF | 150 873 CHF | 98,52% | 98,52% |
13/11/2024 | 2,05% | 0,49 CHF | 0,50 CHF | 380 000 | 380 000 | 378 655 | 378 655 | 182 636 CHF | 186 422 CHF | 98,82% | 98,82% |
12/11/2024 | 2,24% | 0,46 CHF | 0,47 CHF | 380 000 | 380 000 | 375 529 | 375 529 | 165 658 CHF | 169 413 CHF | 99,24% | 99,24% |
11/11/2024 | 2,39% | 0,41 CHF | 0,42 CHF | 370 000 | 370 000 | 368 465 | 368 465 | 152 496 CHF | 156 181 CHF | 99,39% | 99,39% |
08/11/2024 | 2,26% | 0,42 CHF | 0,43 CHF | 370 000 | 370 000 | 371 653 | 371 653 | 162 925 CHF | 166 641 CHF | 98,48% | 98,48% |
07/11/2024 | 2,14% | 0,46 CHF | 0,47 CHF | 380 000 | 380 000 | 376 685 | 376 685 | 174 159 CHF | 177 925 CHF | 98,49% | 98,49% |