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 | 2,65% | 0,38 CHF | 0,39 CHF | 348 200 | 348 200 | 346 340 | 346 340 | 129 226 CHF | 132 689 CHF | 100,00% | 100,00% |
19/11/2024 | 2,60% | 0,38 CHF | 0,39 CHF | 339 800 | 339 800 | 339 429 | 339 429 | 128 781 CHF | 132 176 CHF | 100,00% | 100,00% |
18/11/2024 | 2,63% | 0,38 CHF | 0,39 CHF | 320 400 | 320 400 | 318 002 | 318 002 | 119 302 CHF | 122 482 CHF | 100,00% | 100,00% |
15/11/2024 | 2,54% | 0,39 CHF | 0,40 CHF | 317 900 | 317 900 | 313 200 | 313 200 | 121 918 CHF | 125 050 CHF | 100,00% | 100,00% |
14/11/2024 | 2,35% | 0,39 CHF | 0,40 CHF | 278 500 | 278 500 | 280 065 | 280 065 | 117 705 CHF | 120 506 CHF | 99,35% | 99,35% |
13/11/2024 | 2,26% | 0,44 CHF | 0,45 CHF | 313 000 | 313 000 | 309 931 | 309 931 | 135 638 CHF | 138 737 CHF | 100,00% | 100,00% |
12/11/2024 | 2,52% | 0,41 CHF | 0,42 CHF | 319 400 | 319 400 | 315 138 | 315 138 | 123 536 CHF | 126 687 CHF | 100,00% | 100,00% |
11/11/2024 | 2,46% | 0,39 CHF | 0,40 CHF | 309 700 | 309 700 | 310 779 | 310 779 | 124 768 CHF | 127 876 CHF | 99,93% | 99,93% |
08/11/2024 | 2,40% | 0,41 CHF | 0,42 CHF | 365 700 | 365 700 | 363 637 | 363 637 | 149 960 CHF | 153 596 CHF | 99,40% | 99,40% |
07/11/2024 | 2,70% | 0,37 CHF | 0,38 CHF | 302 100 | 302 100 | 301 502 | 301 502 | 110 109 CHF | 113 124 CHF | 100,00% | 100,00% |