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 | 3,73% | 0,25 CHF | 0,26 CHF | 195 800 | 195 800 | 190 472 | 190 472 | 50 194 CHF | 52 099 CHF | 100,00% | 100,00% |
19/11/2024 | 3,99% | 0,26 CHF | 0,27 CHF | 186 900 | 186 900 | 190 590 | 190 590 | 46 873 CHF | 48 779 CHF | 100,00% | 100,00% |
18/11/2024 | 3,50% | 0,28 CHF | 0,29 CHF | 176 200 | 176 200 | 174 900 | 174 900 | 49 144 CHF | 50 893 CHF | 100,00% | 100,00% |
15/11/2024 | 3,38% | 0,30 CHF | 0,31 CHF | 184 900 | 184 900 | 185 290 | 185 290 | 53 919 CHF | 55 772 CHF | 100,00% | 100,00% |
14/11/2024 | 3,82% | 0,26 CHF | 0,27 CHF | 198 100 | 198 100 | 200 013 | 200 013 | 51 420 CHF | 53 420 CHF | 100,00% | 100,00% |
13/11/2024 | 3,74% | 0,25 CHF | 0,26 CHF | 190 900 | 190 900 | 186 031 | 186 031 | 48 883 CHF | 50 744 CHF | 100,00% | 100,00% |
12/11/2024 | 3,51% | 0,27 CHF | 0,28 CHF | 178 200 | 178 200 | 177 464 | 177 464 | 49 692 CHF | 51 466 CHF | 99,85% | 99,85% |
11/11/2024 | 3,48% | 0,29 CHF | 0,30 CHF | 177 600 | 177 600 | 182 062 | 182 062 | 51 473 CHF | 53 294 CHF | 99,68% | 99,68% |
08/11/2024 | 3,48% | 0,28 CHF | 0,29 CHF | 188 700 | 188 700 | 187 081 | 187 081 | 52 776 CHF | 54 647 CHF | 99,17% | 99,17% |
07/11/2024 | 3,58% | 0,28 CHF | 0,29 CHF | 185 700 | 185 700 | 184 934 | 184 934 | 50 698 CHF | 52 547 CHF | 100,00% | 100,00% |