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 | 2,91% | 0,34 CHF | 0,35 CHF | 659 900 | 659 900 | 648 190 | 648 190 | 219 602 CHF | 226 084 CHF | 100,00% | 100,00% |
19/11/2024 | 2,81% | 0,35 CHF | 0,36 CHF | 640 500 | 640 500 | 669 488 | 669 488 | 235 044 CHF | 241 738 CHF | 100,00% | 100,00% |
18/11/2024 | 2,95% | 0,34 CHF | 0,35 CHF | 688 700 | 688 700 | 687 437 | 687 437 | 229 281 CHF | 236 155 CHF | 100,00% | 100,00% |
15/11/2024 | 3,00% | 0,33 CHF | 0,34 CHF | 686 900 | 686 900 | 693 327 | 693 327 | 227 442 CHF | 234 376 CHF | 98,67% | 98,67% |
14/11/2024 | 3,04% | 0,33 CHF | 0,34 CHF | 697 500 | 697 500 | 652 101 | 652 101 | 211 222 CHF | 217 743 CHF | 99,91% | 99,91% |
13/11/2024 | 2,78% | 0,35 CHF | 0,36 CHF | 622 600 | 622 600 | 616 532 | 616 532 | 218 915 CHF | 225 080 CHF | 100,00% | 100,00% |
12/11/2024 | 2,73% | 0,36 CHF | 0,37 CHF | 612 600 | 612 600 | 605 447 | 605 447 | 218 993 CHF | 225 047 CHF | 100,00% | 100,00% |
11/11/2024 | 2,64% | 0,37 CHF | 0,38 CHF | 600 800 | 600 800 | 557 452 | 557 452 | 208 334 CHF | 213 908 CHF | 100,00% | 100,00% |
08/11/2024 | 2,36% | 0,41 CHF | 0,42 CHF | 528 900 | 528 900 | 542 879 | 542 879 | 227 158 CHF | 232 587 CHF | 100,00% | 100,00% |
07/11/2024 | 2,45% | 0,42 CHF | 0,43 CHF | 552 200 | 552 200 | 559 092 | 559 092 | 225 921 CHF | 231 512 CHF | 100,00% | 100,00% |