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 | 2,00% | 0,25 CHF | 0,26 CHF | 584 800 | 584 800 | 599 693 | 599 693 | 148 371 CHF | 151 369 CHF | 100,00% | 100,00% |
19/11/2024 | 2,11% | 0,23 CHF | 0,24 CHF | 609 600 | 609 600 | 569 102 | 569 102 | 133 137 CHF | 135 983 CHF | 100,00% | 100,00% |
18/11/2024 | 1,91% | 0,25 CHF | 0,26 CHF | 542 500 | 542 500 | 543 342 | 543 342 | 140 569 CHF | 143 285 CHF | 100,00% | 100,00% |
15/11/2024 | 2,08% | 0,27 CHF | 0,27 CHF | 544 100 | 544 100 | 536 449 | 536 449 | 142 126 CHF | 145 127 CHF | 98,67% | 98,67% |
14/11/2024 | 2,92% | 0,26 CHF | 0,27 CHF | 531 700 | 531 700 | 582 062 | 582 062 | 155 952 CHF | 160 623 CHF | 99,91% | 99,91% |
13/11/2024 | 2,09% | 0,25 CHF | 0,25 CHF | 615 000 | 615 000 | 623 592 | 623 592 | 147 786 CHF | 150 904 CHF | 100,00% | 100,00% |
12/11/2024 | 2,15% | 0,23 CHF | 0,24 CHF | 629 300 | 629 300 | 639 759 | 639 759 | 147 482 CHF | 150 681 CHF | 100,00% | 100,00% |
11/11/2024 | 2,26% | 0,22 CHF | 0,23 CHF | 646 800 | 646 800 | 714 317 | 714 317 | 156 198 CHF | 159 770 CHF | 100,00% | 100,00% |
08/11/2024 | 2,64% | 0,20 CHF | 0,20 CHF | 759 400 | 759 400 | 729 814 | 729 814 | 136 562 CHF | 140 211 CHF | 100,00% | 100,00% |
07/11/2024 | 2,48% | 0,19 CHF | 0,19 CHF | 710 400 | 710 400 | 697 161 | 697 161 | 138 852 CHF | 142 338 CHF | 100,00% | 100,00% |