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 | 4,59% | 0,21 CHF | 0,22 CHF | 340 400 | 340 400 | 338 997 | 338 997 | 72 238 CHF | 75 628 CHF | 100,00% | 100,00% |
19/11/2024 | 4,52% | 0,22 CHF | 0,23 CHF | 338 100 | 338 100 | 336 706 | 336 706 | 72 800 CHF | 76 167 CHF | 99,85% | 99,85% |
18/11/2024 | 4,19% | 0,22 CHF | 0,23 CHF | 314 600 | 314 600 | 311 201 | 311 201 | 72 798 CHF | 75 910 CHF | 100,00% | 100,00% |
15/11/2024 | 3,86% | 0,25 CHF | 0,26 CHF | 280 300 | 280 300 | 279 144 | 279 144 | 71 010 CHF | 73 802 CHF | 100,00% | 100,00% |
14/11/2024 | 3,50% | 0,27 CHF | 0,28 CHF | 250 900 | 250 900 | 248 056 | 248 056 | 69 780 CHF | 72 261 CHF | 99,45% | 99,45% |
13/11/2024 | 3,27% | 0,31 CHF | 0,32 CHF | 242 500 | 242 500 | 241 500 | 241 500 | 72 665 CHF | 75 080 CHF | 100,00% | 100,00% |
12/11/2024 | 3,19% | 0,31 CHF | 0,32 CHF | 236 000 | 236 000 | 235 028 | 235 028 | 72 543 CHF | 74 893 CHF | 99,88% | 99,88% |
11/11/2024 | 3,08% | 0,32 CHF | 0,33 CHF | 242 200 | 242 200 | 241 201 | 241 201 | 77 218 CHF | 79 630 CHF | 100,00% | 100,00% |
08/11/2024 | 3,13% | 0,31 CHF | 0,32 CHF | 239 700 | 239 700 | 238 699 | 238 699 | 75 201 CHF | 77 588 CHF | 98,90% | 98,90% |
07/11/2024 | 3,08% | 0,32 CHF | 0,33 CHF | 248 500 | 248 500 | 247 475 | 247 475 | 79 234 CHF | 81 709 CHF | 100,00% | 100,00% |