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 | 2,84% | 0,38 CHF | 0,39 CHF | 182 000 | 182 000 | 80 639 | 80 639 | 28 921 CHF | 29 729 CHF | 99,90% | 99,90% |
19/11/2024 | 2,64% | 0,38 CHF | 0,39 CHF | 184 000 | 184 000 | 81 845 | 81 845 | 31 258 CHF | 32 078 CHF | 100,00% | 100,00% |
18/11/2024 | 2,60% | 0,38 CHF | 0,39 CHF | 182 000 | 182 000 | 81 457 | 81 457 | 31 414 CHF | 32 230 CHF | 99,90% | 99,90% |
15/11/2024 | 2,76% | 0,39 CHF | 0,40 CHF | 182 000 | 182 000 | 80 590 | 80 590 | 29 942 CHF | 30 750 CHF | 99,90% | 99,90% |
14/11/2024 | 3,00% | 0,35 CHF | 0,36 CHF | 180 000 | 180 000 | 80 145 | 80 145 | 27 316 CHF | 28 119 CHF | 100,00% | 100,00% |
13/11/2024 | 3,09% | 0,33 CHF | 0,34 CHF | 180 000 | 180 000 | 80 280 | 80 280 | 26 477 CHF | 27 281 CHF | 100,00% | 100,00% |
12/11/2024 | 3,21% | 0,31 CHF | 0,32 CHF | 178 000 | 178 000 | 79 875 | 79 875 | 24 999 CHF | 25 799 CHF | 99,87% | 99,87% |
11/11/2024 | 3,40% | 0,31 CHF | 0,32 CHF | 178 000 | 178 000 | 79 819 | 79 819 | 23 779 CHF | 24 579 CHF | 99,62% | 99,62% |
08/11/2024 | 3,39% | 0,29 CHF | 0,30 CHF | 178 000 | 178 000 | 79 953 | 79 953 | 23 544 CHF | 24 345 CHF | 100,00% | 100,00% |
07/11/2024 | 3,42% | 0,30 CHF | 0,31 CHF | 180 000 | 180 000 | 80 087 | 80 087 | 23 457 CHF | 24 260 CHF | 99,89% | 99,89% |