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 | 3,20% | 0,33 CHF | 0,34 CHF | 162 900 | 162 900 | 89 343 | 89 343 | 28 377 CHF | 29 273 CHF | 99,90% | 99,90% |
19/11/2024 | 3,30% | 0,31 CHF | 0,32 CHF | 177 200 | 177 200 | 97 480 | 97 480 | 29 844 CHF | 30 822 CHF | 98,91% | 98,91% |
18/11/2024 | 3,68% | 0,28 CHF | 0,29 CHF | 194 000 | 194 000 | 106 306 | 106 306 | 29 242 CHF | 30 309 CHF | 99,59% | 99,59% |
15/11/2024 | 3,76% | 0,26 CHF | 0,27 CHF | 186 900 | 186 900 | 102 349 | 102 349 | 27 263 CHF | 28 292 CHF | 99,89% | 99,89% |
14/11/2024 | 4,01% | 0,27 CHF | 0,28 CHF | 188 800 | 188 800 | 105 390 | 105 390 | 26 711 CHF | 27 767 CHF | 98,85% | 98,85% |
13/11/2024 | 3,60% | 0,26 CHF | 0,27 CHF | 181 000 | 181 000 | 99 383 | 99 383 | 27 433 CHF | 28 429 CHF | 100,00% | 100,00% |
12/11/2024 | 3,61% | 0,28 CHF | 0,29 CHF | 168 700 | 168 700 | 86 410 | 86 410 | 24 147 CHF | 25 015 CHF | 100,00% | 100,00% |
11/11/2024 | 2,98% | 0,30 CHF | 0,31 CHF | 139 400 | 139 400 | 75 983 | 75 983 | 25 530 CHF | 26 297 CHF | 99,93% | 99,93% |
08/11/2024 | 5,06% | 0,37 CHF | 0,38 CHF | 137 500 | 137 500 | 51 897 | 51 897 | 19 359 CHF | 19 928 CHF | 100,00% | 100,00% |
07/11/2024 | 2,68% | 0,39 CHF | 0,40 CHF | 127 900 | 127 900 | 61 022 | 61 022 | 23 002 CHF | 23 614 CHF | 98,68% | 98,68% |