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 | 3,79% | 0,29 CHF | 0,30 CHF | 182 000 | 182 000 | 80 640 | 80 640 | 21 738 CHF | 22 546 CHF | 99,90% | 99,90% |
19/11/2024 | 3,42% | 0,30 CHF | 0,31 CHF | 184 000 | 184 000 | 81 843 | 81 843 | 24 058 CHF | 24 878 CHF | 100,00% | 100,00% |
18/11/2024 | 3,37% | 0,29 CHF | 0,30 CHF | 182 000 | 182 000 | 81 457 | 81 457 | 24 172 CHF | 24 988 CHF | 99,90% | 99,90% |
15/11/2024 | 3,65% | 0,31 CHF | 0,32 CHF | 182 000 | 182 000 | 80 591 | 80 591 | 22 781 CHF | 23 588 CHF | 99,90% | 99,90% |
14/11/2024 | 4,08% | 0,26 CHF | 0,27 CHF | 180 000 | 180 000 | 80 146 | 80 146 | 20 157 CHF | 20 960 CHF | 100,00% | 100,00% |
13/11/2024 | 5,58% | 0,25 CHF | 0,26 CHF | 180 000 | 180 000 | 80 285 | 80 285 | 19 482 CHF | 20 460 CHF | 100,00% | 100,00% |
12/11/2024 | 6,08% | 0,23 CHF | 0,24 CHF | 178 000 | 178 000 | 79 875 | 79 875 | 17 981 CHF | 18 986 CHF | 99,87% | 99,87% |
11/11/2024 | 6,60% | 0,22 CHF | 0,23 CHF | 178 000 | 178 000 | 79 817 | 79 817 | 16 755 CHF | 17 759 CHF | 99,62% | 99,62% |
08/11/2024 | 6,54% | 0,21 CHF | 0,22 CHF | 178 000 | 178 000 | 79 958 | 79 958 | 16 514 CHF | 17 520 CHF | 100,00% | 100,00% |
07/11/2024 | 6,61% | 0,21 CHF | 0,22 CHF | 180 000 | 180 000 | 80 087 | 80 087 | 16 478 CHF | 17 485 CHF | 99,89% | 99,89% |