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 | 2,30% | 0,42 CHF | 0,43 CHF | 359 400 | 359 400 | 358 679 | 358 679 | 154 266 CHF | 157 853 CHF | 99,44% | 99,44% |
19/11/2024 | 2,44% | 0,41 CHF | 0,42 CHF | 348 300 | 348 300 | 345 582 | 345 582 | 140 302 CHF | 143 757 CHF | 99,41% | 99,41% |
18/11/2024 | 2,23% | 0,45 CHF | 0,46 CHF | 347 300 | 347 300 | 345 866 | 345 866 | 153 289 CHF | 156 747 CHF | 99,88% | 99,88% |
15/11/2024 | 2,28% | 0,43 CHF | 0,44 CHF | 357 000 | 357 000 | 355 528 | 355 528 | 153 955 CHF | 157 511 CHF | 100,00% | 100,00% |
14/11/2024 | 2,40% | 0,43 CHF | 0,44 CHF | 379 000 | 379 000 | 382 041 | 382 041 | 157 379 CHF | 161 200 CHF | 98,56% | 98,56% |
13/11/2024 | 2,46% | 0,38 CHF | 0,39 CHF | 370 800 | 370 800 | 368 367 | 368 367 | 148 178 CHF | 151 862 CHF | 100,00% | 100,00% |
12/11/2024 | 2,31% | 0,40 CHF | 0,41 CHF | 347 900 | 347 900 | 339 020 | 339 020 | 145 318 CHF | 148 709 CHF | 99,88% | 99,88% |
11/11/2024 | 2,31% | 0,45 CHF | 0,46 CHF | 377 900 | 377 900 | 377 424 | 377 424 | 161 278 CHF | 165 052 CHF | 100,00% | 100,00% |
08/11/2024 | 2,49% | 0,39 CHF | 0,40 CHF | 352 500 | 352 500 | 349 963 | 349 963 | 138 885 CHF | 142 385 CHF | 98,51% | 98,51% |
07/11/2024 | 2,13% | 0,45 CHF | 0,46 CHF | 332 200 | 332 200 | 324 136 | 324 136 | 150 390 CHF | 153 631 CHF | 100,00% | 100,00% |