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 | 1,78% | 0,56 CHF | 0,57 CHF | 367 700 | 367 700 | 163 935 | 163 935 | 92 448 CHF | 94 091 CHF | 99,90% | 99,90% |
19/11/2024 | 1,79% | 0,55 CHF | 0,56 CHF | 359 700 | 359 700 | 160 509 | 160 509 | 89 368 CHF | 90 976 CHF | 100,00% | 100,00% |
18/11/2024 | 1,69% | 0,61 CHF | 0,62 CHF | 337 600 | 337 600 | 157 982 | 157 982 | 95 178 CHF | 96 761 CHF | 99,90% | 99,90% |
15/11/2024 | 1,71% | 0,63 CHF | 0,64 CHF | 326 600 | 326 600 | 151 002 | 151 002 | 90 880 CHF | 92 398 CHF | 99,90% | 99,90% |
14/11/2024 | 3,00% | 0,61 CHF | 0,62 CHF | 313 600 | 313 600 | 102 834 | 102 834 | 63 162 CHF | 64 539 CHF | 96,92% | 96,92% |
13/11/2024 | 1,53% | 0,65 CHF | 0,66 CHF | 307 200 | 307 200 | 137 253 | 137 253 | 90 170 CHF | 91 545 CHF | 99,92% | 99,92% |
12/11/2024 | 1,52% | 0,66 CHF | 0,67 CHF | 308 700 | 308 700 | 136 952 | 136 952 | 91 191 CHF | 92 563 CHF | 100,00% | 100,00% |
11/11/2024 | 1,53% | 0,65 CHF | 0,66 CHF | 320 200 | 320 200 | 143 421 | 143 421 | 95 555 CHF | 96 995 CHF | 99,83% | 99,83% |
08/11/2024 | 1,63% | 0,62 CHF | 0,63 CHF | 336 300 | 336 300 | 149 375 | 149 375 | 92 856 CHF | 94 353 CHF | 100,00% | 100,00% |
07/11/2024 | 1,64% | 0,61 CHF | 0,62 CHF | 341 000 | 341 000 | 152 155 | 152 155 | 93 594 CHF | 95 118 CHF | 100,00% | 100,00% |