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 | 5,06% | 0,21 CHF | 0,22 CHF | 267 400 | 267 400 | 260 082 | 260 082 | 50 152 CHF | 52 753 CHF | 100,00% | 100,00% |
19/11/2024 | 4,76% | 0,20 CHF | 0,21 CHF | 267 300 | 267 300 | 272 524 | 272 524 | 55 928 CHF | 58 653 CHF | 100,00% | 100,00% |
18/11/2024 | 5,32% | 0,19 CHF | 0,20 CHF | 292 600 | 292 600 | 290 444 | 290 444 | 53 183 CHF | 56 088 CHF | 100,00% | 100,00% |
15/11/2024 | 5,44% | 0,18 CHF | 0,19 CHF | 245 600 | 245 600 | 246 110 | 246 110 | 44 084 CHF | 46 545 CHF | 100,00% | 100,00% |
14/11/2024 | 4,77% | 0,20 CHF | 0,21 CHF | 236 100 | 236 100 | 238 375 | 238 375 | 48 840 CHF | 51 224 CHF | 100,00% | 100,00% |
13/11/2024 | 4,84% | 0,21 CHF | 0,22 CHF | 268 800 | 268 800 | 261 871 | 261 871 | 52 811 CHF | 55 429 CHF | 100,00% | 100,00% |
12/11/2024 | 5,17% | 0,20 CHF | 0,21 CHF | 278 200 | 278 200 | 277 051 | 277 051 | 52 271 CHF | 55 042 CHF | 99,86% | 99,86% |
11/11/2024 | 5,18% | 0,18 CHF | 0,19 CHF | 257 600 | 257 600 | 264 041 | 264 041 | 49 615 CHF | 52 255 CHF | 99,67% | 99,67% |
08/11/2024 | 5,17% | 0,19 CHF | 0,20 CHF | 251 600 | 251 600 | 249 431 | 249 431 | 47 012 CHF | 49 506 CHF | 99,17% | 99,17% |
07/11/2024 | 4,96% | 0,20 CHF | 0,21 CHF | 258 200 | 258 200 | 257 135 | 257 135 | 50 563 CHF | 53 134 CHF | 100,00% | 100,00% |