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 | 3,26% | 0,30 CHF | 0,31 CHF | 170 900 | 170 900 | 170 900 | 170 900 | 51 506 CHF | 53 215 CHF | 100,00% | 100,00% |
19/11/2024 | 3,37% | 0,30 CHF | 0,31 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 49 674 CHF | 51 374 CHF | 100,00% | 100,00% |
18/11/2024 | 3,26% | 0,30 CHF | 0,31 CHF | 172 000 | 172 000 | 172 000 | 172 000 | 51 841 CHF | 53 561 CHF | 99,95% | 99,95% |
15/11/2024 | 3,29% | 0,30 CHF | 0,31 CHF | 175 100 | 175 100 | 175 100 | 175 100 | 52 330 CHF | 54 081 CHF | 100,00% | 100,00% |
14/11/2024 | 3,41% | 0,29 CHF | 0,30 CHF | 178 300 | 178 300 | 178 300 | 178 300 | 51 477 CHF | 53 260 CHF | 100,00% | 100,00% |
13/11/2024 | 3,47% | 0,29 CHF | 0,30 CHF | 178 100 | 178 100 | 178 100 | 178 100 | 50 387 CHF | 52 168 CHF | 100,00% | 100,00% |
12/11/2024 | 3,42% | 0,28 CHF | 0,29 CHF | 173 300 | 173 300 | 173 300 | 173 300 | 49 848 CHF | 51 581 CHF | 99,85% | 99,85% |
11/11/2024 | 3,31% | 0,29 CHF | 0,30 CHF | 178 700 | 178 700 | 178 700 | 178 700 | 53 152 CHF | 54 939 CHF | 99,66% | 99,66% |
08/11/2024 | 3,48% | 0,29 CHF | 0,30 CHF | 176 500 | 176 500 | 176 500 | 176 500 | 49 862 CHF | 51 627 CHF | 99,46% | 99,46% |
07/11/2024 | 3,36% | 0,28 CHF | 0,29 CHF | 179 700 | 179 700 | 179 700 | 179 700 | 52 587 CHF | 54 384 CHF | 100,00% | 100,00% |