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 | 3,67% | 0,28 CHF | 0,29 CHF | 358 000 | 358 000 | 357 284 | 357 284 | 95 651 CHF | 99 223 CHF | 99,43% | 99,43% |
19/11/2024 | 3,40% | 0,29 CHF | 0,30 CHF | 367 000 | 367 000 | 364 130 | 364 130 | 105 659 CHF | 109 300 CHF | 99,41% | 99,41% |
18/11/2024 | 3,80% | 0,26 CHF | 0,27 CHF | 358 000 | 358 000 | 356 522 | 356 522 | 92 091 CHF | 95 657 CHF | 99,88% | 99,88% |
15/11/2024 | 3,64% | 0,27 CHF | 0,28 CHF | 358 000 | 358 000 | 356 524 | 356 524 | 96 244 CHF | 99 809 CHF | 100,00% | 100,00% |
14/11/2024 | 3,40% | 0,28 CHF | 0,29 CHF | 358 000 | 358 000 | 360 921 | 360 921 | 104 426 CHF | 108 035 CHF | 98,58% | 98,58% |
13/11/2024 | 3,26% | 0,32 CHF | 0,33 CHF | 367 000 | 367 000 | 364 488 | 364 488 | 110 098 CHF | 113 743 CHF | 100,00% | 100,00% |
12/11/2024 | 3,57% | 0,30 CHF | 0,31 CHF | 367 000 | 367 000 | 357 603 | 357 603 | 98 404 CHF | 101 980 CHF | 99,88% | 99,88% |
11/11/2024 | 3,49% | 0,26 CHF | 0,27 CHF | 358 000 | 358 000 | 357 549 | 357 549 | 100 678 CHF | 104 253 CHF | 100,00% | 100,00% |
08/11/2024 | 3,12% | 0,33 CHF | 0,34 CHF | 367 000 | 367 000 | 364 350 | 364 350 | 114 967 CHF | 118 611 CHF | 98,51% | 98,51% |
07/11/2024 | 3,83% | 0,27 CHF | 0,28 CHF | 358 000 | 358 000 | 349 267 | 349 267 | 89 589 CHF | 93 082 CHF | 100,00% | 100,00% |