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 | 4,49% | 0,11 CHF | 0,12 CHF | 1 004 500 | 1 004 500 | 1 004 880 | 1 004 880 | 109 374 CHF | 114 398 CHF | 99,45% | 99,45% |
19/11/2024 | 4,56% | 0,11 CHF | 0,11 CHF | 1 005 000 | 1 005 000 | 961 476 | 961 476 | 103 005 CHF | 107 812 CHF | 98,78% | 98,78% |
18/11/2024 | 4,37% | 0,11 CHF | 0,11 CHF | 948 600 | 948 600 | 893 409 | 893 409 | 100 042 CHF | 104 509 CHF | 98,78% | 98,78% |
15/11/2024 | 4,19% | 0,12 CHF | 0,13 CHF | 876 000 | 876 000 | 841 074 | 841 074 | 98 235 CHF | 102 441 CHF | 100,00% | 100,00% |
14/11/2024 | 3,94% | 0,13 CHF | 0,13 CHF | 830 000 | 830 000 | 878 668 | 878 668 | 109 351 CHF | 113 744 CHF | 100,00% | 100,00% |
13/11/2024 | 4,18% | 0,12 CHF | 0,13 CHF | 892 700 | 892 700 | 925 489 | 925 489 | 108 334 CHF | 112 961 CHF | 100,00% | 100,00% |
12/11/2024 | 4,26% | 0,12 CHF | 0,13 CHF | 935 600 | 935 600 | 997 747 | 997 747 | 114 596 CHF | 119 584 CHF | 99,82% | 99,82% |
11/11/2024 | 4,69% | 0,11 CHF | 0,12 CHF | 1 014 400 | 1 014 400 | 1 071 010 | 1 071 010 | 111 505 CHF | 116 861 CHF | 99,74% | 99,74% |
08/11/2024 | 4,85% | 0,11 CHF | 0,11 CHF | 1 089 100 | 1 089 100 | 1 093 860 | 1 093 860 | 110 068 CHF | 115 537 CHF | 100,00% | 100,00% |
07/11/2024 | 4,90% | 0,10 CHF | 0,10 CHF | 1 095 300 | 1 095 300 | 1 032 330 | 1 032 330 | 102 803 CHF | 107 964 CHF | 99,96% | 99,96% |