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 | 2,48% | 0,41 CHF | 0,42 CHF | 471 400 | 471 400 | 471 400 | 471 400 | 187 967 CHF | 192 681 CHF | 100,00% | 100,00% |
19/11/2024 | 2,46% | 0,40 CHF | 0,41 CHF | 499 600 | 499 600 | 499 600 | 499 600 | 200 368 CHF | 205 364 CHF | 99,87% | 99,87% |
18/11/2024 | 2,58% | 0,39 CHF | 0,40 CHF | 522 400 | 522 400 | 517 307 | 517 307 | 198 089 CHF | 203 262 CHF | 100,00% | 100,00% |
15/11/2024 | 2,69% | 0,37 CHF | 0,38 CHF | 562 200 | 562 200 | 563 330 | 563 330 | 206 570 CHF | 212 203 CHF | 100,00% | 100,00% |
14/11/2024 | 2,89% | 0,34 CHF | 0,35 CHF | 578 400 | 578 400 | 578 400 | 578 400 | 197 414 CHF | 203 198 CHF | 100,00% | 100,00% |
13/11/2024 | 3,01% | 0,33 CHF | 0,34 CHF | 571 800 | 571 800 | 560 889 | 560 889 | 183 613 CHF | 189 222 CHF | 100,00% | 100,00% |
12/11/2024 | 2,99% | 0,33 CHF | 0,34 CHF | 604 500 | 604 500 | 594 809 | 594 809 | 196 297 CHF | 202 246 CHF | 99,89% | 99,89% |
11/11/2024 | 3,09% | 0,32 CHF | 0,33 CHF | 557 400 | 557 400 | 557 400 | 557 400 | 177 868 CHF | 183 442 CHF | 100,00% | 100,00% |
08/11/2024 | 3,01% | 0,33 CHF | 0,34 CHF | 606 900 | 606 900 | 594 333 | 594 333 | 194 527 CHF | 200 470 CHF | 98,92% | 98,92% |
07/11/2024 | 3,11% | 0,31 CHF | 0,32 CHF | 568 400 | 568 400 | 568 400 | 568 400 | 179 952 CHF | 185 636 CHF | 100,00% | 100,00% |