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 | 3,85% | 0,26 CHF | 0,27 CHF | 322 100 | 322 100 | 143 480 | 143 480 | 37 250 CHF | 38 688 CHF | 99,36% | 99,36% |
19/11/2024 | 5,07% | 0,26 CHF | 0,27 CHF | 321 900 | 321 900 | 145 170 | 145 170 | 35 903 CHF | 37 572 CHF | 100,00% | 100,00% |
18/11/2024 | 3,82% | 0,26 CHF | 0,27 CHF | 315 300 | 315 300 | 140 091 | 140 091 | 36 411 CHF | 37 814 CHF | 99,78% | 99,78% |
15/11/2024 | 3,83% | 0,27 CHF | 0,28 CHF | 305 000 | 305 000 | 136 548 | 136 548 | 36 715 CHF | 38 098 CHF | 100,00% | 100,00% |
14/11/2024 | 3,68% | 0,28 CHF | 0,29 CHF | 305 600 | 305 600 | 137 258 | 137 258 | 37 627 CHF | 39 002 CHF | 98,52% | 98,52% |
13/11/2024 | 3,69% | 0,27 CHF | 0,28 CHF | 305 600 | 305 600 | 136 240 | 136 240 | 37 068 CHF | 38 433 CHF | 100,00% | 100,00% |
12/11/2024 | 3,48% | 0,28 CHF | 0,29 CHF | 286 500 | 286 500 | 126 597 | 126 597 | 36 499 CHF | 37 768 CHF | 99,88% | 99,88% |
11/11/2024 | 3,58% | 0,30 CHF | 0,31 CHF | 303 100 | 303 100 | 135 711 | 135 711 | 38 935 CHF | 40 299 CHF | 99,90% | 99,90% |
08/11/2024 | 3,73% | 0,28 CHF | 0,29 CHF | 312 100 | 312 100 | 140 859 | 140 859 | 37 763 CHF | 39 174 CHF | 99,05% | 99,05% |
07/11/2024 | 3,34% | 0,26 CHF | 0,27 CHF | 279 100 | 279 100 | 121 794 | 121 794 | 35 500 CHF | 36 721 CHF | 100,00% | 100,00% |