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 | 2,29% | 0,42 CHF | 0,43 CHF | 298 500 | 298 500 | 295 665 | 295 665 | 127 593 CHF | 130 550 CHF | 100,00% | 100,00% |
19/11/2024 | 2,33% | 0,43 CHF | 0,44 CHF | 285 500 | 285 500 | 287 111 | 287 111 | 122 033 CHF | 124 904 CHF | 100,00% | 100,00% |
18/11/2024 | 2,25% | 0,45 CHF | 0,46 CHF | 290 800 | 290 800 | 292 750 | 292 750 | 128 932 CHF | 131 860 CHF | 100,00% | 100,00% |
15/11/2024 | 2,27% | 0,44 CHF | 0,45 CHF | 299 300 | 299 300 | 298 007 | 298 007 | 129 868 CHF | 132 848 CHF | 100,00% | 100,00% |
14/11/2024 | 2,35% | 0,42 CHF | 0,43 CHF | 319 800 | 319 800 | 322 068 | 322 068 | 135 302 CHF | 138 523 CHF | 99,35% | 99,35% |
13/11/2024 | 2,58% | 0,38 CHF | 0,39 CHF | 332 200 | 332 200 | 331 070 | 331 070 | 126 915 CHF | 130 225 CHF | 100,00% | 100,00% |
12/11/2024 | 2,43% | 0,38 CHF | 0,39 CHF | 306 300 | 306 300 | 301 769 | 301 769 | 122 562 CHF | 125 579 CHF | 100,00% | 100,00% |
11/11/2024 | 2,30% | 0,42 CHF | 0,43 CHF | 301 400 | 301 400 | 301 422 | 301 422 | 129 558 CHF | 132 572 CHF | 99,93% | 99,93% |
08/11/2024 | 2,27% | 0,42 CHF | 0,43 CHF | 290 100 | 290 100 | 286 699 | 286 699 | 124 900 CHF | 127 767 CHF | 100,00% | 100,00% |
07/11/2024 | 2,16% | 0,46 CHF | 0,47 CHF | 283 200 | 283 200 | 284 404 | 284 404 | 130 065 CHF | 132 909 CHF | 100,00% | 100,00% |