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 | 1,50% | 0,64 CHF | 0,65 CHF | 476 100 | 476 100 | 210 957 | 210 957 | 140 102 CHF | 142 219 CHF | 99,90% | 99,90% |
19/11/2024 | 1,58% | 0,67 CHF | 0,68 CHF | 502 900 | 502 900 | 225 577 | 225 577 | 144 691 CHF | 146 951 CHF | 100,00% | 100,00% |
18/11/2024 | 1,48% | 0,68 CHF | 0,69 CHF | 487 100 | 487 100 | 216 937 | 216 937 | 148 309 CHF | 150 483 CHF | 99,90% | 99,90% |
15/11/2024 | 1,29% | 0,70 CHF | 0,71 CHF | 401 500 | 401 500 | 173 217 | 173 217 | 133 509 CHF | 135 255 CHF | 99,69% | 99,69% |
14/11/2024 | 1,11% | 0,86 CHF | 0,87 CHF | 367 600 | 367 600 | 159 558 | 159 558 | 143 850 CHF | 145 449 CHF | 100,00% | 100,00% |
13/11/2024 | 1,25% | 0,87 CHF | 0,88 CHF | 403 000 | 403 000 | 181 178 | 181 178 | 148 800 CHF | 150 615 CHF | 100,00% | 100,00% |
12/11/2024 | 1,33% | 0,75 CHF | 0,76 CHF | 429 200 | 429 200 | 191 467 | 191 467 | 146 086 CHF | 148 004 CHF | 100,00% | 100,00% |
11/11/2024 | 1,27% | 0,76 CHF | 0,77 CHF | 417 300 | 417 300 | 185 092 | 185 092 | 145 522 CHF | 147 376 CHF | 100,00% | 100,00% |
08/11/2024 | 1,26% | 0,80 CHF | 0,81 CHF | 402 000 | 402 000 | 179 404 | 179 404 | 143 863 CHF | 145 660 CHF | 100,00% | 100,00% |
07/11/2024 | 1,32% | 0,83 CHF | 0,84 CHF | 424 400 | 424 400 | 189 507 | 189 507 | 150 339 CHF | 152 240 CHF | 99,33% | 99,33% |