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 | 1,87% | 0,50 CHF | 0,51 CHF | 936 300 | 936 300 | 924 623 | 924 623 | 490 746 CHF | 499 992 CHF | 99,42% | 99,42% |
19/11/2024 | 1,80% | 0,57 CHF | 0,58 CHF | 916 800 | 916 800 | 940 030 | 940 030 | 517 088 CHF | 526 489 CHF | 100,00% | 100,00% |
18/11/2024 | 1,84% | 0,55 CHF | 0,56 CHF | 955 500 | 955 500 | 924 868 | 924 868 | 497 258 CHF | 506 506 CHF | 98,75% | 98,75% |
15/11/2024 | 1,81% | 0,53 CHF | 0,54 CHF | 904 600 | 904 600 | 939 696 | 939 696 | 515 615 CHF | 525 012 CHF | 98,67% | 98,67% |
14/11/2024 | 1,90% | 0,56 CHF | 0,57 CHF | 962 200 | 962 200 | 865 809 | 865 809 | 453 023 CHF | 461 682 CHF | 100,00% | 100,00% |
13/11/2024 | 1,61% | 0,56 CHF | 0,57 CHF | 801 700 | 801 700 | 810 644 | 810 644 | 498 796 CHF | 506 903 CHF | 100,00% | 100,00% |
12/11/2024 | 1,60% | 0,61 CHF | 0,62 CHF | 816 700 | 816 700 | 787 126 | 787 126 | 488 585 CHF | 496 456 CHF | 99,78% | 99,78% |
11/11/2024 | 1,47% | 0,66 CHF | 0,67 CHF | 767 600 | 767 600 | 667 424 | 667 424 | 451 236 CHF | 457 910 CHF | 99,72% | 99,72% |
08/11/2024 | 1,18% | 0,79 CHF | 0,80 CHF | 602 100 | 602 100 | 599 770 | 599 770 | 507 312 CHF | 513 310 CHF | 99,15% | 99,15% |
07/11/2024 | 1,15% | 0,89 CHF | 0,90 CHF | 598 300 | 598 300 | 648 595 | 648 595 | 558 654 CHF | 565 140 CHF | 100,00% | 100,00% |