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 | 2,25% | 0,43 CHF | 0,44 CHF | 960 500 | 960 500 | 960 500 | 960 500 | 422 791 CHF | 432 396 CHF | 100,00% | 100,00% |
19/11/2024 | 2,33% | 0,43 CHF | 0,44 CHF | 910 400 | 910 400 | 910 400 | 910 400 | 386 677 CHF | 395 781 CHF | 100,00% | 100,00% |
18/11/2024 | 2,09% | 0,48 CHF | 0,49 CHF | 911 100 | 911 100 | 911 100 | 911 100 | 431 497 CHF | 440 608 CHF | 100,00% | 100,00% |
15/11/2024 | 2,11% | 0,46 CHF | 0,47 CHF | 928 300 | 928 300 | 928 300 | 928 300 | 435 155 CHF | 444 438 CHF | 100,00% | 100,00% |
14/11/2024 | 2,22% | 0,46 CHF | 0,47 CHF | 977 400 | 977 400 | 977 400 | 977 400 | 434 900 CHF | 444 674 CHF | 100,00% | 100,00% |
13/11/2024 | 2,28% | 0,42 CHF | 0,43 CHF | 970 900 | 970 900 | 970 900 | 970 900 | 420 390 CHF | 430 099 CHF | 100,00% | 100,00% |
12/11/2024 | 2,20% | 0,43 CHF | 0,44 CHF | 908 000 | 908 000 | 908 000 | 908 000 | 408 327 CHF | 417 407 CHF | 100,00% | 100,00% |
11/11/2024 | 2,13% | 0,47 CHF | 0,48 CHF | 948 700 | 948 700 | 948 700 | 948 700 | 440 379 CHF | 449 866 CHF | 100,00% | 100,00% |
08/11/2024 | 2,22% | 0,44 CHF | 0,45 CHF | 922 100 | 922 100 | 922 100 | 922 100 | 410 720 CHF | 419 941 CHF | 100,00% | 100,00% |
07/11/2024 | 2,09% | 0,47 CHF | 0,48 CHF | 921 500 | 921 500 | 921 500 | 921 500 | 436 608 CHF | 445 823 CHF | 99,68% | 99,68% |