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 | 4,63% | 0,22 CHF | 0,23 CHF | 864 700 | 864 700 | 385 797 | 385 797 | 83 099 CHF | 86 965 CHF | 99,90% | 99,90% |
19/11/2024 | 4,57% | 0,22 CHF | 0,23 CHF | 805 800 | 805 800 | 356 704 | 356 704 | 77 966 CHF | 81 539 CHF | 100,00% | 100,00% |
18/11/2024 | 4,25% | 0,23 CHF | 0,24 CHF | 808 500 | 808 500 | 358 296 | 358 296 | 83 588 CHF | 87 177 CHF | 99,90% | 99,90% |
15/11/2024 | 3,97% | 0,23 CHF | 0,24 CHF | 753 600 | 753 600 | 285 536 | 285 536 | 69 228 CHF | 72 095 CHF | 98,39% | 98,39% |
14/11/2024 | 3,89% | 0,26 CHF | 0,27 CHF | 695 400 | 695 400 | 307 977 | 307 977 | 79 432 CHF | 82 518 CHF | 100,00% | 100,00% |
13/11/2024 | 3,58% | 0,27 CHF | 0,28 CHF | 700 100 | 700 100 | 305 076 | 305 076 | 84 329 CHF | 87 386 CHF | 100,00% | 100,00% |
12/11/2024 | 3,60% | 0,27 CHF | 0,28 CHF | 616 400 | 616 400 | 271 871 | 271 871 | 75 519 CHF | 78 243 CHF | 100,00% | 100,00% |
11/11/2024 | 3,86% | 0,32 CHF | 0,33 CHF | 611 900 | 611 900 | 257 949 | 257 949 | 84 049 CHF | 86 845 CHF | 99,90% | 99,90% |
08/11/2024 | 3,25% | 0,30 CHF | 0,31 CHF | 506 800 | 506 800 | 219 918 | 219 918 | 70 804 CHF | 73 047 CHF | 99,19% | 99,19% |
07/11/2024 | 2,65% | 0,39 CHF | 0,40 CHF | 527 700 | 527 700 | 236 535 | 236 535 | 90 724 CHF | 93 094 CHF | 100,00% | 100,00% |