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 | 4,13% | 0,24 CHF | 0,25 CHF | 302 500 | 302 500 | 132 944 | 132 944 | 32 052 CHF | 33 384 CHF | 99,90% | 99,90% |
19/11/2024 | 3,91% | 0,25 CHF | 0,26 CHF | 299 600 | 299 600 | 130 637 | 130 637 | 33 243 CHF | 34 552 CHF | 100,00% | 100,00% |
18/11/2024 | 3,77% | 0,26 CHF | 0,27 CHF | 285 400 | 285 400 | 127 284 | 127 284 | 33 593 CHF | 34 868 CHF | 99,87% | 99,87% |
15/11/2024 | 3,87% | 0,27 CHF | 0,28 CHF | 276 700 | 276 700 | 123 111 | 123 111 | 32 316 CHF | 33 553 CHF | 100,00% | 100,00% |
14/11/2024 | 3,65% | 0,28 CHF | 0,29 CHF | 283 500 | 283 500 | 127 101 | 127 101 | 35 103 CHF | 36 377 CHF | 100,00% | 100,00% |
13/11/2024 | 3,97% | 0,27 CHF | 0,28 CHF | 289 400 | 289 400 | 127 450 | 127 450 | 32 544 CHF | 33 821 CHF | 99,62% | 99,62% |
12/11/2024 | 4,03% | 0,26 CHF | 0,27 CHF | 348 900 | 348 900 | 153 841 | 153 841 | 38 556 CHF | 40 097 CHF | 100,00% | 100,00% |
11/11/2024 | 4,67% | 0,23 CHF | 0,24 CHF | 353 900 | 353 900 | 150 818 | 150 818 | 32 767 CHF | 34 278 CHF | 99,90% | 99,90% |
08/11/2024 | 5,27% | 0,22 CHF | 0,23 CHF | 444 900 | 444 900 | 191 090 | 191 090 | 38 829 CHF | 40 777 CHF | 99,15% | 99,15% |
07/11/2024 | 5,41% | 0,18 CHF | 0,19 CHF | 363 500 | 363 500 | 161 960 | 161 960 | 29 561 CHF | 31 186 CHF | 100,00% | 100,00% |