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 | 4,80% | 0,20 CHF | 0,21 CHF | 925 000 | 925 000 | 921 185 | 921 185 | 187 469 CHF | 196 681 CHF | 100,00% | 100,00% |
19/11/2024 | 4,82% | 0,21 CHF | 0,22 CHF | 890 000 | 890 000 | 886 256 | 886 256 | 179 438 CHF | 188 301 CHF | 99,86% | 99,86% |
18/11/2024 | 4,58% | 0,22 CHF | 0,23 CHF | 910 800 | 910 800 | 907 051 | 907 051 | 193 506 CHF | 202 577 CHF | 100,00% | 100,00% |
15/11/2024 | 4,59% | 0,21 CHF | 0,22 CHF | 924 500 | 924 500 | 920 688 | 920 688 | 195 932 CHF | 205 139 CHF | 100,00% | 100,00% |
14/11/2024 | 4,93% | 0,21 CHF | 0,22 CHF | 981 000 | 981 000 | 976 949 | 976 949 | 193 303 CHF | 203 073 CHF | 100,00% | 100,00% |
13/11/2024 | 5,10% | 0,19 CHF | 0,20 CHF | 942 200 | 942 200 | 940 248 | 940 248 | 179 854 CHF | 189 257 CHF | 100,00% | 100,00% |
12/11/2024 | 4,60% | 0,20 CHF | 0,21 CHF | 881 800 | 881 800 | 878 166 | 878 166 | 186 777 CHF | 195 559 CHF | 99,89% | 99,89% |
11/11/2024 | 4,41% | 0,22 CHF | 0,23 CHF | 853 300 | 853 300 | 857 730 | 857 730 | 190 039 CHF | 198 616 CHF | 100,00% | 100,00% |
08/11/2024 | 4,51% | 0,22 CHF | 0,23 CHF | 900 900 | 900 900 | 889 454 | 889 454 | 192 858 CHF | 201 753 CHF | 98,91% | 98,91% |
07/11/2024 | 4,55% | 0,22 CHF | 0,23 CHF | 922 900 | 922 900 | 946 509 | 946 509 | 203 306 CHF | 212 771 CHF | 100,00% | 100,00% |