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 | 2,05% | 0,47 CHF | 0,48 CHF | 512 100 | 512 100 | 278 321 | 278 321 | 135 881 CHF | 138 669 CHF | 99,77% | 99,77% |
19/11/2024 | 2,18% | 0,48 CHF | 0,49 CHF | 535 600 | 535 600 | 295 487 | 295 487 | 137 500 CHF | 140 460 CHF | 100,00% | 100,00% |
18/11/2024 | 2,23% | 0,46 CHF | 0,47 CHF | 561 400 | 561 400 | 310 781 | 310 781 | 140 755 CHF | 143 869 CHF | 99,90% | 99,90% |
15/11/2024 | 2,16% | 0,43 CHF | 0,44 CHF | 535 900 | 535 900 | 290 682 | 290 682 | 134 641 CHF | 137 554 CHF | 100,00% | 100,00% |
14/11/2024 | 2,06% | 0,48 CHF | 0,49 CHF | 499 300 | 499 300 | 260 135 | 260 135 | 132 636 CHF | 135 334 CHF | 100,00% | 100,00% |
13/11/2024 | 1,87% | 0,52 CHF | 0,53 CHF | 468 200 | 468 200 | 253 909 | 253 909 | 136 055 CHF | 138 599 CHF | 100,00% | 100,00% |
12/11/2024 | 1,90% | 0,53 CHF | 0,54 CHF | 478 300 | 478 300 | 259 965 | 259 965 | 138 430 CHF | 141 035 CHF | 99,90% | 99,90% |
11/11/2024 | 1,96% | 0,53 CHF | 0,54 CHF | 494 300 | 494 300 | 271 278 | 271 278 | 140 901 CHF | 143 619 CHF | 99,90% | 99,90% |
08/11/2024 | 1,93% | 0,51 CHF | 0,52 CHF | 474 100 | 474 100 | 261 067 | 261 067 | 136 785 CHF | 139 407 CHF | 99,20% | 99,20% |
07/11/2024 | 2,00% | 0,52 CHF | 0,53 CHF | 504 700 | 504 700 | 281 179 | 281 179 | 142 327 CHF | 145 144 CHF | 100,00% | 100,00% |