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 | 1,98% | 0,50 CHF | 0,51 CHF | 267 100 | 267 100 | 267 871 | 267 871 | 133 718 CHF | 136 396 CHF | 100,00% | 100,00% |
19/11/2024 | 2,11% | 0,48 CHF | 0,49 CHF | 279 000 | 279 000 | 281 684 | 281 684 | 132 077 CHF | 134 893 CHF | 99,90% | 99,90% |
18/11/2024 | 2,11% | 0,47 CHF | 0,48 CHF | 274 100 | 274 100 | 273 825 | 273 825 | 128 642 CHF | 131 380 CHF | 100,00% | 100,00% |
15/11/2024 | 1,74% | 0,48 CHF | 0,49 CHF | 197 600 | 197 600 | 191 777 | 191 777 | 109 816 CHF | 111 734 CHF | 100,00% | 100,00% |
14/11/2024 | 1,40% | 0,71 CHF | 0,72 CHF | 184 100 | 184 100 | 183 715 | 183 715 | 129 928 CHF | 131 765 CHF | 100,00% | 100,00% |
13/11/2024 | 1,45% | 0,71 CHF | 0,72 CHF | 183 300 | 183 300 | 184 239 | 184 239 | 126 611 CHF | 128 453 CHF | 100,00% | 100,00% |
12/11/2024 | 1,38% | 0,73 CHF | 0,74 CHF | 186 600 | 186 600 | 187 586 | 187 586 | 134 910 CHF | 136 786 CHF | 99,92% | 99,92% |
11/11/2024 | 1,41% | 0,70 CHF | 0,71 CHF | 192 700 | 192 700 | 192 871 | 192 871 | 135 454 CHF | 137 383 CHF | 100,00% | 100,00% |
08/11/2024 | 1,50% | 0,67 CHF | 0,68 CHF | 196 300 | 196 300 | 197 138 | 197 138 | 130 248 CHF | 132 220 CHF | 98,95% | 98,95% |
07/11/2024 | 1,54% | 0,67 CHF | 0,68 CHF | 207 700 | 207 700 | 209 760 | 209 760 | 135 160 CHF | 137 257 CHF | 100,00% | 100,00% |