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 | 2,79% | 0,34 CHF | 0,35 CHF | 358 200 | 358 200 | 156 472 | 156 472 | 55 756 CHF | 57 323 CHF | 99,90% | 99,90% |
19/11/2024 | 2,91% | 0,35 CHF | 0,36 CHF | 368 400 | 368 400 | 164 387 | 164 387 | 56 716 CHF | 58 362 CHF | 99,84% | 99,84% |
18/11/2024 | 2,87% | 0,35 CHF | 0,36 CHF | 370 500 | 370 500 | 164 852 | 164 852 | 57 950 CHF | 59 602 CHF | 99,90% | 99,90% |
15/11/2024 | 2,51% | 0,36 CHF | 0,37 CHF | 302 000 | 302 000 | 132 425 | 132 425 | 50 953 CHF | 52 280 CHF | 99,90% | 99,90% |
14/11/2024 | 2,11% | 0,47 CHF | 0,48 CHF | 264 800 | 264 800 | 118 146 | 118 146 | 55 999 CHF | 57 183 CHF | 100,00% | 100,00% |
13/11/2024 | 2,27% | 0,45 CHF | 0,46 CHF | 293 800 | 293 800 | 131 090 | 131 090 | 58 059 CHF | 59 372 CHF | 100,00% | 100,00% |
12/11/2024 | 2,27% | 0,44 CHF | 0,45 CHF | 292 000 | 292 000 | 129 940 | 129 940 | 57 910 CHF | 59 211 CHF | 99,86% | 99,86% |
11/11/2024 | 2,12% | 0,46 CHF | 0,47 CHF | 263 000 | 263 000 | 117 307 | 117 307 | 55 677 CHF | 56 852 CHF | 99,90% | 99,90% |
08/11/2024 | 2,01% | 0,48 CHF | 0,49 CHF | 252 600 | 252 600 | 113 283 | 113 283 | 56 455 CHF | 57 590 CHF | 98,88% | 98,88% |
07/11/2024 | 1,98% | 0,51 CHF | 0,52 CHF | 255 300 | 255 300 | 113 838 | 113 838 | 58 051 CHF | 59 192 CHF | 99,90% | 99,90% |