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 | 3,38% | 0,30 CHF | 0,31 CHF | 457 300 | 457 300 | 448 710 | 448 710 | 130 542 CHF | 135 029 CHF | 100,00% | 100,00% |
19/11/2024 | 3,41% | 0,29 CHF | 0,30 CHF | 476 600 | 476 600 | 474 279 | 474 279 | 136 890 CHF | 141 633 CHF | 100,00% | 100,00% |
18/11/2024 | 3,61% | 0,27 CHF | 0,28 CHF | 470 900 | 470 900 | 467 999 | 467 999 | 127 502 CHF | 132 182 CHF | 100,00% | 100,00% |
15/11/2024 | 3,69% | 0,27 CHF | 0,28 CHF | 445 500 | 445 500 | 444 948 | 444 948 | 118 269 CHF | 122 719 CHF | 100,00% | 100,00% |
14/11/2024 | 3,42% | 0,28 CHF | 0,29 CHF | 413 000 | 413 000 | 414 324 | 414 324 | 119 096 CHF | 123 239 CHF | 99,35% | 99,35% |
13/11/2024 | 3,35% | 0,31 CHF | 0,32 CHF | 479 700 | 479 700 | 469 487 | 469 487 | 138 126 CHF | 142 821 CHF | 100,00% | 100,00% |
12/11/2024 | 3,68% | 0,28 CHF | 0,29 CHF | 482 500 | 482 500 | 475 005 | 475 005 | 126 633 CHF | 131 383 CHF | 100,00% | 100,00% |
11/11/2024 | 3,69% | 0,26 CHF | 0,27 CHF | 464 200 | 464 200 | 463 355 | 463 355 | 123 381 CHF | 128 014 CHF | 99,93% | 99,93% |
08/11/2024 | 3,63% | 0,28 CHF | 0,29 CHF | 517 700 | 517 700 | 509 706 | 509 706 | 137 810 CHF | 142 907 CHF | 100,00% | 100,00% |
07/11/2024 | 4,09% | 0,24 CHF | 0,25 CHF | 451 700 | 451 700 | 450 267 | 450 267 | 107 761 CHF | 112 264 CHF | 100,00% | 100,00% |