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 | 4,00% | 0,26 CHF | 0,27 CHF | 358 000 | 358 000 | 357 284 | 357 284 | 87 603 CHF | 91 176 CHF | 99,47% | 99,47% |
19/11/2024 | 3,67% | 0,27 CHF | 0,28 CHF | 367 000 | 367 000 | 364 122 | 364 122 | 97 750 CHF | 101 391 CHF | 99,18% | 99,18% |
18/11/2024 | 4,13% | 0,24 CHF | 0,25 CHF | 358 000 | 358 000 | 356 523 | 356 523 | 84 462 CHF | 88 027 CHF | 99,89% | 99,89% |
15/11/2024 | 3,94% | 0,25 CHF | 0,26 CHF | 358 000 | 358 000 | 356 524 | 356 524 | 88 798 CHF | 92 364 CHF | 100,00% | 100,00% |
14/11/2024 | 3,66% | 0,26 CHF | 0,27 CHF | 358 000 | 358 000 | 360 921 | 360 921 | 96 983 CHF | 100 592 CHF | 98,63% | 98,63% |
13/11/2024 | 3,50% | 0,30 CHF | 0,31 CHF | 367 000 | 367 000 | 364 487 | 364 487 | 102 568 CHF | 106 213 CHF | 100,00% | 100,00% |
12/11/2024 | 3,88% | 0,28 CHF | 0,29 CHF | 367 000 | 367 000 | 357 602 | 357 602 | 90 534 CHF | 94 110 CHF | 99,88% | 99,88% |
11/11/2024 | 3,78% | 0,24 CHF | 0,25 CHF | 358 000 | 358 000 | 357 548 | 357 548 | 93 043 CHF | 96 619 CHF | 100,00% | 100,00% |
08/11/2024 | 3,35% | 0,30 CHF | 0,31 CHF | 367 000 | 367 000 | 364 349 | 364 349 | 107 101 CHF | 110 745 CHF | 98,49% | 98,49% |
07/11/2024 | 4,19% | 0,25 CHF | 0,26 CHF | 358 000 | 358 000 | 349 263 | 349 263 | 81 694 CHF | 85 187 CHF | 100,00% | 100,00% |