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 | 3,76% | 0,25 CHF | 0,26 CHF | 423 000 | 423 000 | 421 256 | 421 256 | 110 146 CHF | 114 358 CHF | 100,00% | 100,00% |
19/11/2024 | 3,80% | 0,27 CHF | 0,28 CHF | 385 600 | 385 600 | 383 978 | 383 978 | 99 366 CHF | 103 206 CHF | 99,90% | 99,90% |
18/11/2024 | 3,43% | 0,31 CHF | 0,32 CHF | 406 700 | 406 700 | 405 024 | 405 024 | 116 132 CHF | 120 182 CHF | 100,00% | 100,00% |
15/11/2024 | 3,45% | 0,28 CHF | 0,29 CHF | 421 000 | 421 000 | 419 264 | 419 264 | 119 360 CHF | 123 553 CHF | 100,00% | 100,00% |
14/11/2024 | 3,97% | 0,27 CHF | 0,28 CHF | 481 100 | 481 100 | 479 113 | 479 113 | 118 721 CHF | 123 512 CHF | 100,00% | 100,00% |
13/11/2024 | 4,22% | 0,22 CHF | 0,23 CHF | 436 700 | 436 700 | 435 790 | 435 790 | 101 328 CHF | 105 686 CHF | 100,00% | 100,00% |
12/11/2024 | 3,39% | 0,26 CHF | 0,27 CHF | 371 400 | 371 400 | 369 870 | 369 870 | 107 588 CHF | 111 287 CHF | 99,92% | 99,92% |
11/11/2024 | 3,13% | 0,32 CHF | 0,33 CHF | 365 000 | 365 000 | 366 875 | 366 875 | 115 569 CHF | 119 238 CHF | 100,00% | 100,00% |
08/11/2024 | 3,26% | 0,30 CHF | 0,31 CHF | 390 300 | 390 300 | 385 330 | 385 330 | 116 384 CHF | 120 238 CHF | 98,94% | 98,94% |
07/11/2024 | 3,33% | 0,31 CHF | 0,32 CHF | 435 200 | 435 200 | 446 320 | 446 320 | 131 877 CHF | 136 340 CHF | 100,00% | 100,00% |