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 | 1,50% | 0,67 CHF | 0,68 CHF | 190 200 | 190 200 | 84 809 | 84 809 | 56 862 CHF | 57 711 CHF | 99,90% | 99,90% |
19/11/2024 | 1,77% | 0,62 CHF | 0,63 CHF | 246 900 | 246 900 | 104 493 | 104 493 | 61 345 CHF | 62 393 CHF | 99,84% | 99,84% |
18/11/2024 | 1,43% | 0,63 CHF | 0,64 CHF | 164 200 | 164 200 | 73 103 | 73 103 | 50 943 CHF | 51 675 CHF | 98,23% | 98,23% |
15/11/2024 | 1,50% | 0,78 CHF | 0,79 CHF | 229 300 | 229 300 | 95 522 | 95 522 | 67 570 CHF | 68 526 CHF | 99,40% | 99,40% |
14/11/2024 | 2,03% | 0,51 CHF | 0,52 CHF | 258 100 | 258 100 | 118 985 | 118 985 | 61 593 CHF | 62 785 CHF | 100,00% | 100,00% |
13/11/2024 | 2,25% | 0,47 CHF | 0,48 CHF | 298 900 | 298 900 | 133 772 | 133 772 | 61 631 CHF | 62 971 CHF | 100,00% | 100,00% |
12/11/2024 | 2,18% | 0,47 CHF | 0,48 CHF | 274 400 | 274 400 | 122 577 | 122 577 | 56 194 CHF | 57 422 CHF | 99,86% | 99,86% |
11/11/2024 | 2,82% | 0,43 CHF | 0,44 CHF | 405 800 | 405 800 | 172 817 | 172 817 | 64 898 CHF | 66 629 CHF | 99,90% | 99,90% |
08/11/2024 | 3,74% | 0,32 CHF | 0,33 CHF | 512 800 | 512 800 | 218 445 | 218 445 | 60 739 CHF | 62 927 CHF | 98,88% | 98,88% |
07/11/2024 | 6,30% | 0,23 CHF | 0,24 CHF | 541 800 | 541 800 | 258 518 | 258 518 | 52 358 CHF | 54 984 CHF | 55,44% | 97,44% |