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 | 4,92% | 0,20 CHF | 0,21 CHF | 370 800 | 370 800 | 370 180 | 370 180 | 73 359 CHF | 77 061 CHF | 100,00% | 100,00% |
19/11/2024 | 4,74% | 0,21 CHF | 0,22 CHF | 341 800 | 341 800 | 341 761 | 341 761 | 70 418 CHF | 73 835 CHF | 100,00% | 100,00% |
18/11/2024 | 4,19% | 0,23 CHF | 0,24 CHF | 332 400 | 332 400 | 329 876 | 329 876 | 77 046 CHF | 80 345 CHF | 100,00% | 100,00% |
15/11/2024 | 4,34% | 0,23 CHF | 0,24 CHF | 352 200 | 352 200 | 354 165 | 354 165 | 79 960 CHF | 83 502 CHF | 100,00% | 100,00% |
14/11/2024 | 4,76% | 0,22 CHF | 0,23 CHF | 384 400 | 384 400 | 389 343 | 389 343 | 79 944 CHF | 83 837 CHF | 100,00% | 100,00% |
13/11/2024 | 5,15% | 0,20 CHF | 0,21 CHF | 401 200 | 401 200 | 403 891 | 403 891 | 76 386 CHF | 80 425 CHF | 100,00% | 100,00% |
12/11/2024 | 5,19% | 0,18 CHF | 0,19 CHF | 369 300 | 369 300 | 366 651 | 366 651 | 68 844 CHF | 72 510 CHF | 99,85% | 99,85% |
11/11/2024 | 4,57% | 0,22 CHF | 0,23 CHF | 365 000 | 365 000 | 365 044 | 365 044 | 78 065 CHF | 81 715 CHF | 99,68% | 99,68% |
08/11/2024 | 5,80% | 0,21 CHF | 0,22 CHF | 276 000 | 276 000 | 221 905 | 221 905 | 49 915 CHF | 52 626 CHF | 98,78% | 98,78% |
07/11/2024 | 3,23% | 0,31 CHF | 0,32 CHF | 259 000 | 259 000 | 260 774 | 260 774 | 79 595 CHF | 82 203 CHF | 100,00% | 100,00% |