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 | 2,86% | 0,36 CHF | 0,37 CHF | 216 800 | 216 800 | 212 702 | 212 702 | 73 464 CHF | 75 591 CHF | 100,00% | 100,00% |
19/11/2024 | 2,88% | 0,34 CHF | 0,35 CHF | 235 900 | 235 900 | 234 749 | 234 749 | 80 351 CHF | 82 699 CHF | 100,00% | 100,00% |
18/11/2024 | 3,26% | 0,30 CHF | 0,31 CHF | 233 700 | 233 700 | 232 257 | 232 257 | 70 266 CHF | 72 589 CHF | 100,00% | 100,00% |
15/11/2024 | 3,40% | 0,29 CHF | 0,30 CHF | 213 900 | 213 900 | 213 641 | 213 641 | 61 824 CHF | 63 961 CHF | 100,00% | 100,00% |
14/11/2024 | 2,91% | 0,31 CHF | 0,32 CHF | 183 200 | 183 200 | 183 794 | 183 794 | 62 543 CHF | 64 381 CHF | 99,35% | 99,35% |
13/11/2024 | 2,78% | 0,39 CHF | 0,40 CHF | 231 800 | 231 800 | 226 879 | 226 879 | 80 850 CHF | 83 119 CHF | 100,00% | 100,00% |
12/11/2024 | 3,32% | 0,32 CHF | 0,33 CHF | 239 900 | 239 900 | 236 122 | 236 122 | 70 092 CHF | 72 453 CHF | 100,00% | 100,00% |
11/11/2024 | 3,35% | 0,28 CHF | 0,29 CHF | 226 500 | 226 500 | 226 085 | 226 085 | 66 500 CHF | 68 761 CHF | 99,93% | 99,93% |
08/11/2024 | 3,24% | 0,32 CHF | 0,33 CHF | 270 700 | 270 700 | 266 479 | 266 479 | 81 105 CHF | 83 770 CHF | 100,00% | 100,00% |
07/11/2024 | 4,17% | 0,24 CHF | 0,25 CHF | 218 600 | 218 600 | 217 909 | 217 909 | 51 287 CHF | 53 467 CHF | 100,00% | 100,00% |