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 | 2,49% | 0,38 CHF | 0,39 CHF | 484 400 | 484 400 | 489 165 | 489 165 | 194 281 CHF | 199 173 CHF | 100,00% | 100,00% |
19/11/2024 | 2,52% | 0,40 CHF | 0,41 CHF | 492 300 | 492 300 | 477 496 | 477 496 | 187 022 CHF | 191 797 CHF | 100,00% | 100,00% |
18/11/2024 | 2,40% | 0,41 CHF | 0,42 CHF | 467 800 | 467 800 | 457 363 | 457 363 | 188 199 CHF | 192 772 CHF | 100,00% | 100,00% |
15/11/2024 | 2,33% | 0,41 CHF | 0,42 CHF | 450 700 | 450 700 | 458 875 | 458 875 | 195 014 CHF | 199 603 CHF | 100,00% | 100,00% |
14/11/2024 | 2,37% | 0,42 CHF | 0,43 CHF | 464 300 | 464 300 | 462 494 | 462 494 | 192 757 CHF | 197 382 CHF | 99,91% | 99,91% |
13/11/2024 | 2,36% | 0,40 CHF | 0,41 CHF | 461 400 | 461 400 | 469 973 | 469 973 | 196 754 CHF | 201 454 CHF | 100,00% | 100,00% |
12/11/2024 | 2,39% | 0,41 CHF | 0,42 CHF | 475 700 | 475 700 | 468 950 | 468 950 | 194 100 CHF | 198 789 CHF | 100,00% | 100,00% |
11/11/2024 | 2,34% | 0,42 CHF | 0,43 CHF | 464 500 | 464 500 | 456 357 | 456 357 | 192 816 CHF | 197 379 CHF | 100,00% | 100,00% |
08/11/2024 | 2,28% | 0,43 CHF | 0,44 CHF | 451 100 | 451 100 | 436 931 | 436 931 | 189 470 CHF | 193 840 CHF | 100,00% | 100,00% |
07/11/2024 | 2,15% | 0,45 CHF | 0,46 CHF | 427 600 | 427 600 | 448 391 | 448 391 | 206 229 CHF | 210 713 CHF | 100,00% | 100,00% |