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 | 3,09% | 0,33 CHF | 0,34 CHF | 260 700 | 260 700 | 255 430 | 255 430 | 81 486 CHF | 84 041 CHF | 100,00% | 100,00% |
19/11/2024 | 3,16% | 0,31 CHF | 0,32 CHF | 252 300 | 252 300 | 252 338 | 252 338 | 78 643 CHF | 81 167 CHF | 100,00% | 100,00% |
18/11/2024 | 3,22% | 0,31 CHF | 0,32 CHF | 255 600 | 255 600 | 253 621 | 253 621 | 77 761 CHF | 80 298 CHF | 100,00% | 100,00% |
15/11/2024 | 3,12% | 0,31 CHF | 0,32 CHF | 230 000 | 230 000 | 229 409 | 229 409 | 72 501 CHF | 74 795 CHF | 100,00% | 100,00% |
14/11/2024 | 2,75% | 0,34 CHF | 0,35 CHF | 206 900 | 206 900 | 209 908 | 209 908 | 75 468 CHF | 77 567 CHF | 100,00% | 100,00% |
13/11/2024 | 2,67% | 0,37 CHF | 0,38 CHF | 214 100 | 214 100 | 213 073 | 213 073 | 78 613 CHF | 80 744 CHF | 100,00% | 100,00% |
12/11/2024 | 2,70% | 0,37 CHF | 0,38 CHF | 219 000 | 219 000 | 217 786 | 217 786 | 79 464 CHF | 81 641 CHF | 100,00% | 100,00% |
11/11/2024 | 2,61% | 0,37 CHF | 0,38 CHF | 204 000 | 204 000 | 203 866 | 203 866 | 77 212 CHF | 79 251 CHF | 100,00% | 100,00% |
08/11/2024 | 2,59% | 0,38 CHF | 0,39 CHF | 190 700 | 190 700 | 190 452 | 190 452 | 72 633 CHF | 74 538 CHF | 100,00% | 100,00% |
07/11/2024 | 2,44% | 0,40 CHF | 0,41 CHF | 190 000 | 190 000 | 189 481 | 189 481 | 76 649 CHF | 78 544 CHF | 100,00% | 100,00% |