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 | 4,62% | 0,21 CHF | 0,22 CHF | 360 100 | 360 100 | 352 861 | 352 861 | 74 647 CHF | 78 175 CHF | 100,00% | 100,00% |
19/11/2024 | 4,53% | 0,22 CHF | 0,23 CHF | 352 400 | 352 400 | 352 450 | 352 450 | 76 014 CHF | 79 539 CHF | 100,00% | 100,00% |
18/11/2024 | 4,42% | 0,22 CHF | 0,23 CHF | 349 500 | 349 500 | 346 795 | 346 795 | 76 736 CHF | 80 204 CHF | 100,00% | 100,00% |
15/11/2024 | 4,52% | 0,22 CHF | 0,23 CHF | 370 500 | 370 500 | 369 545 | 369 545 | 79 979 CHF | 83 675 CHF | 100,00% | 100,00% |
14/11/2024 | 5,11% | 0,20 CHF | 0,21 CHF | 400 500 | 400 500 | 406 312 | 406 312 | 77 584 CHF | 81 647 CHF | 100,00% | 100,00% |
13/11/2024 | 5,22% | 0,19 CHF | 0,20 CHF | 408 400 | 408 400 | 406 434 | 406 434 | 75 813 CHF | 79 877 CHF | 100,00% | 100,00% |
12/11/2024 | 5,17% | 0,19 CHF | 0,20 CHF | 402 800 | 402 800 | 400 562 | 400 562 | 75 491 CHF | 79 497 CHF | 100,00% | 100,00% |
11/11/2024 | 5,35% | 0,19 CHF | 0,20 CHF | 419 200 | 419 200 | 418 912 | 418 912 | 76 268 CHF | 80 457 CHF | 100,00% | 100,00% |
08/11/2024 | 5,33% | 0,18 CHF | 0,19 CHF | 435 500 | 435 500 | 434 937 | 434 937 | 79 389 CHF | 83 739 CHF | 100,00% | 100,00% |
07/11/2024 | 5,61% | 0,18 CHF | 0,19 CHF | 445 200 | 445 200 | 443 998 | 443 998 | 76 983 CHF | 81 423 CHF | 100,00% | 100,00% |