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 | 1,75% | 0,54 CHF | 0,55 CHF | 148 400 | 148 400 | 147 491 | 147 491 | 83 585 CHF | 85 060 CHF | 99,43% | 99,43% |
19/11/2024 | 1,81% | 0,54 CHF | 0,55 CHF | 144 800 | 144 800 | 144 751 | 144 751 | 79 482 CHF | 80 930 CHF | 100,00% | 100,00% |
18/11/2024 | 1,82% | 0,56 CHF | 0,57 CHF | 151 500 | 151 500 | 151 496 | 151 496 | 82 342 CHF | 83 857 CHF | 99,88% | 99,88% |
15/11/2024 | 1,88% | 0,54 CHF | 0,55 CHF | 156 700 | 156 700 | 157 643 | 157 643 | 82 916 CHF | 84 492 CHF | 100,00% | 100,00% |
14/11/2024 | 2,02% | 0,51 CHF | 0,52 CHF | 171 100 | 171 100 | 172 017 | 172 017 | 84 341 CHF | 86 061 CHF | 98,55% | 98,55% |
13/11/2024 | 2,16% | 0,46 CHF | 0,47 CHF | 184 600 | 184 600 | 185 426 | 185 426 | 85 092 CHF | 86 946 CHF | 100,00% | 100,00% |
12/11/2024 | 2,15% | 0,43 CHF | 0,44 CHF | 165 300 | 165 300 | 163 321 | 163 321 | 75 140 CHF | 76 773 CHF | 99,88% | 99,88% |
11/11/2024 | 1,98% | 0,50 CHF | 0,51 CHF | 176 000 | 176 000 | 176 952 | 176 952 | 88 275 CHF | 90 045 CHF | 100,00% | 100,00% |
08/11/2024 | 2,17% | 0,45 CHF | 0,46 CHF | 166 400 | 166 400 | 166 259 | 166 259 | 75 921 CHF | 77 584 CHF | 98,30% | 98,30% |
07/11/2024 | 1,97% | 0,50 CHF | 0,51 CHF | 168 000 | 168 000 | 167 327 | 167 327 | 84 218 CHF | 85 891 CHF | 100,00% | 100,00% |