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 | 2,75% | 0,35 CHF | 0,36 CHF | 274 200 | 274 200 | 273 072 | 273 072 | 98 090 CHF | 100 821 CHF | 100,00% | 100,00% |
19/11/2024 | 2,66% | 0,37 CHF | 0,38 CHF | 272 800 | 272 800 | 271 675 | 271 675 | 100 957 CHF | 103 674 CHF | 100,00% | 100,00% |
18/11/2024 | 2,52% | 0,38 CHF | 0,39 CHF | 259 100 | 259 100 | 258 031 | 258 031 | 101 337 CHF | 103 918 CHF | 100,00% | 100,00% |
15/11/2024 | 2,53% | 0,42 CHF | 0,43 CHF | 272 700 | 272 700 | 271 575 | 271 575 | 105 924 CHF | 108 640 CHF | 100,00% | 100,00% |
14/11/2024 | 2,56% | 0,39 CHF | 0,40 CHF | 271 600 | 271 600 | 270 484 | 270 484 | 104 216 CHF | 106 921 CHF | 100,00% | 100,00% |
13/11/2024 | 2,51% | 0,39 CHF | 0,40 CHF | 262 900 | 262 900 | 261 817 | 261 817 | 102 880 CHF | 105 498 CHF | 100,00% | 100,00% |
12/11/2024 | 2,39% | 0,40 CHF | 0,41 CHF | 254 700 | 254 700 | 253 656 | 253 656 | 104 981 CHF | 107 518 CHF | 100,00% | 100,00% |
11/11/2024 | 2,33% | 0,42 CHF | 0,43 CHF | 246 400 | 246 400 | 245 384 | 245 384 | 103 965 CHF | 106 419 CHF | 100,00% | 100,00% |
08/11/2024 | 2,20% | 0,45 CHF | 0,46 CHF | 247 700 | 247 700 | 240 458 | 240 458 | 107 994 CHF | 110 398 CHF | 100,00% | 100,00% |
07/11/2024 | 2,13% | 0,45 CHF | 0,46 CHF | 227 100 | 227 100 | 209 184 | 209 184 | 97 051 CHF | 99 143 CHF | 100,00% | 100,00% |