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 | 2,26% | 0,22 CHF | 0,22 CHF | 492 100 | 492 100 | 492 100 | 492 100 | 107 555 CHF | 110 015 CHF | 99,45% | 99,45% |
19/11/2024 | 2,24% | 0,23 CHF | 0,23 CHF | 492 100 | 492 100 | 504 825 | 504 825 | 111 485 CHF | 114 009 CHF | 98,78% | 98,78% |
18/11/2024 | 2,32% | 0,23 CHF | 0,23 CHF | 508 600 | 508 600 | 526 237 | 526 237 | 112 047 CHF | 114 678 CHF | 98,78% | 98,78% |
15/11/2024 | 2,42% | 0,20 CHF | 0,21 CHF | 531 800 | 531 800 | 544 480 | 544 480 | 111 001 CHF | 113 724 CHF | 100,00% | 100,00% |
14/11/2024 | 2,55% | 0,20 CHF | 0,20 CHF | 548 500 | 548 500 | 529 173 | 529 173 | 102 363 CHF | 105 009 CHF | 100,00% | 100,00% |
13/11/2024 | 2,44% | 0,20 CHF | 0,21 CHF | 523 600 | 523 600 | 511 982 | 511 982 | 103 480 CHF | 106 040 CHF | 100,00% | 100,00% |
12/11/2024 | 2,39% | 0,20 CHF | 0,21 CHF | 508 400 | 508 400 | 488 132 | 488 132 | 101 038 CHF | 103 479 CHF | 99,82% | 99,82% |
11/11/2024 | 2,16% | 0,22 CHF | 0,22 CHF | 482 700 | 482 700 | 466 329 | 466 329 | 106 978 CHF | 109 310 CHF | 99,74% | 99,74% |
08/11/2024 | 2,11% | 0,23 CHF | 0,23 CHF | 461 100 | 461 100 | 459 873 | 459 873 | 107 866 CHF | 110 166 CHF | 100,00% | 100,00% |
07/11/2024 | 2,09% | 0,25 CHF | 0,25 CHF | 459 500 | 459 500 | 475 299 | 475 299 | 112 459 CHF | 114 836 CHF | 99,96% | 99,96% |