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 | 5,37% | 0,18 CHF | 0,19 CHF | 296 700 | 296 700 | 295 140 | 295 140 | 53 531 CHF | 56 483 CHF | 100,00% | 100,00% |
19/11/2024 | 4,73% | 0,20 CHF | 0,21 CHF | 238 200 | 238 200 | 235 862 | 235 862 | 48 679 CHF | 51 038 CHF | 100,00% | 100,00% |
18/11/2024 | 4,53% | 0,22 CHF | 0,23 CHF | 232 500 | 232 500 | 232 500 | 232 500 | 50 136 CHF | 52 461 CHF | 100,00% | 100,00% |
15/11/2024 | 4,38% | 0,22 CHF | 0,23 CHF | 224 100 | 224 100 | 224 405 | 224 405 | 50 157 CHF | 52 401 CHF | 100,00% | 100,00% |
14/11/2024 | 4,48% | 0,23 CHF | 0,24 CHF | 231 000 | 231 000 | 234 123 | 234 123 | 51 083 CHF | 53 424 CHF | 99,35% | 99,35% |
13/11/2024 | 4,48% | 0,22 CHF | 0,23 CHF | 233 200 | 233 200 | 231 261 | 231 261 | 50 479 CHF | 52 791 CHF | 100,00% | 100,00% |
12/11/2024 | 4,34% | 0,22 CHF | 0,23 CHF | 221 500 | 221 500 | 217 886 | 217 886 | 49 079 CHF | 51 258 CHF | 100,00% | 100,00% |
11/11/2024 | 4,17% | 0,23 CHF | 0,24 CHF | 226 500 | 226 500 | 226 492 | 226 492 | 53 242 CHF | 55 507 CHF | 99,93% | 99,93% |
08/11/2024 | 4,47% | 0,22 CHF | 0,23 CHF | 225 500 | 225 500 | 224 445 | 224 445 | 49 114 CHF | 51 359 CHF | 100,00% | 100,00% |
07/11/2024 | 4,21% | 0,23 CHF | 0,24 CHF | 215 900 | 215 900 | 215 891 | 215 891 | 50 239 CHF | 52 398 CHF | 100,00% | 100,00% |