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 | 2,29% | 0,50 CHF | 0,51 CHF | 186 800 | 186 800 | 81 774 | 81 774 | 37 045 CHF | 37 865 CHF | 99,57% | 99,57% |
19/11/2024 | 2,16% | 0,42 CHF | 0,43 CHF | 142 700 | 142 700 | 63 475 | 63 475 | 30 419 CHF | 31 065 CHF | 99,19% | 99,19% |
18/11/2024 | 1,78% | 0,57 CHF | 0,58 CHF | 135 900 | 135 900 | 60 506 | 60 506 | 35 183 CHF | 35 798 CHF | 99,90% | 99,90% |
15/11/2024 | 1,78% | 0,62 CHF | 0,63 CHF | 162 100 | 162 100 | 65 771 | 65 771 | 39 544 CHF | 40 204 CHF | 91,62% | 91,62% |
14/11/2024 | 2,72% | 0,36 CHF | 0,37 CHF | 197 800 | 197 800 | 86 932 | 86 932 | 32 154 CHF | 33 034 CHF | 99,72% | 99,72% |
13/11/2024 | 2,15% | 0,40 CHF | 0,41 CHF | 152 200 | 152 200 | 71 364 | 71 364 | 32 247 CHF | 32 962 CHF | 99,93% | 99,93% |
12/11/2024 | 2,20% | 0,47 CHF | 0,48 CHF | 180 800 | 180 800 | 79 316 | 79 316 | 36 572 CHF | 37 367 CHF | 99,89% | 99,89% |
11/11/2024 | 2,91% | 0,45 CHF | 0,46 CHF | 190 800 | 190 800 | 78 483 | 78 483 | 33 700 CHF | 34 555 CHF | 99,90% | 99,90% |
08/11/2024 | 2,58% | 0,36 CHF | 0,37 CHF | 161 700 | 161 700 | 74 589 | 74 589 | 28 521 CHF | 29 269 CHF | 97,38% | 97,38% |
07/11/2024 | 2,11% | 0,47 CHF | 0,48 CHF | 162 700 | 162 700 | 72 424 | 72 424 | 34 005 CHF | 34 731 CHF | 100,00% | 100,00% |