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 | 1,74% | 0,56 CHF | 0,57 CHF | 335 400 | 335 400 | 334 775 | 334 775 | 190 818 CHF | 194 166 CHF | 100,00% | 100,00% |
19/11/2024 | 1,73% | 0,56 CHF | 0,57 CHF | 315 400 | 315 400 | 314 737 | 314 737 | 180 290 CHF | 183 437 CHF | 100,00% | 100,00% |
18/11/2024 | 1,60% | 0,63 CHF | 0,64 CHF | 316 700 | 316 700 | 316 700 | 316 700 | 196 760 CHF | 199 927 CHF | 100,00% | 100,00% |
15/11/2024 | 1,60% | 0,60 CHF | 0,61 CHF | 304 800 | 304 800 | 301 884 | 301 884 | 186 895 CHF | 189 914 CHF | 100,00% | 100,00% |
14/11/2024 | 1,58% | 0,64 CHF | 0,65 CHF | 310 100 | 310 100 | 312 361 | 312 361 | 196 371 CHF | 199 494 CHF | 100,00% | 100,00% |
13/11/2024 | 1,64% | 0,60 CHF | 0,61 CHF | 313 200 | 313 200 | 311 662 | 311 662 | 188 812 CHF | 191 929 CHF | 100,00% | 100,00% |
12/11/2024 | 1,60% | 0,61 CHF | 0,62 CHF | 297 700 | 297 700 | 297 700 | 297 700 | 184 928 CHF | 187 905 CHF | 99,85% | 99,85% |
11/11/2024 | 1,50% | 0,65 CHF | 0,66 CHF | 294 900 | 294 900 | 292 685 | 292 685 | 193 904 CHF | 196 830 CHF | 99,69% | 99,69% |
08/11/2024 | 1,50% | 0,65 CHF | 0,66 CHF | 289 500 | 289 500 | 288 564 | 288 564 | 190 565 CHF | 193 451 CHF | 98,80% | 98,80% |
07/11/2024 | 1,46% | 0,67 CHF | 0,68 CHF | 287 500 | 287 500 | 287 500 | 287 500 | 195 402 CHF | 198 277 CHF | 100,00% | 100,00% |