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 | 1,86% | 0,51 CHF | 0,52 CHF | 230 200 | 230 200 | 229 251 | 229 251 | 122 255 CHF | 124 547 CHF | 100,00% | 100,00% |
19/11/2024 | 1,86% | 0,53 CHF | 0,54 CHF | 221 800 | 221 800 | 220 886 | 220 886 | 117 806 CHF | 120 015 CHF | 100,00% | 100,00% |
18/11/2024 | 1,73% | 0,58 CHF | 0,59 CHF | 228 600 | 228 600 | 227 605 | 227 605 | 130 644 CHF | 132 920 CHF | 100,00% | 100,00% |
15/11/2024 | 1,77% | 0,56 CHF | 0,57 CHF | 234 700 | 234 700 | 233 732 | 233 732 | 130 984 CHF | 133 322 CHF | 100,00% | 100,00% |
14/11/2024 | 1,90% | 0,54 CHF | 0,55 CHF | 248 400 | 248 400 | 247 371 | 247 371 | 129 338 CHF | 131 812 CHF | 99,35% | 99,35% |
13/11/2024 | 2,01% | 0,48 CHF | 0,49 CHF | 239 400 | 239 400 | 239 246 | 239 246 | 118 101 CHF | 120 493 CHF | 100,00% | 100,00% |
12/11/2024 | 1,80% | 0,52 CHF | 0,53 CHF | 228 400 | 228 400 | 227 461 | 227 461 | 125 339 CHF | 127 614 CHF | 100,00% | 100,00% |
11/11/2024 | 1,82% | 0,56 CHF | 0,57 CHF | 234 500 | 234 500 | 233 533 | 233 533 | 127 110 CHF | 129 445 CHF | 99,93% | 99,93% |
08/11/2024 | 1,83% | 0,53 CHF | 0,54 CHF | 215 500 | 215 500 | 214 611 | 214 611 | 116 146 CHF | 118 293 CHF | 100,00% | 100,00% |
07/11/2024 | 1,67% | 0,61 CHF | 0,62 CHF | 228 400 | 228 400 | 229 885 | 229 885 | 136 732 CHF | 139 031 CHF | 100,00% | 100,00% |