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 | 4,04% | 0,22 CHF | 0,23 CHF | 494 700 | 494 700 | 268 747 | 268 829 | 65 103 CHF | 67 818 CHF | 99,77% | 99,77% |
19/11/2024 | 4,56% | 0,24 CHF | 0,25 CHF | 547 800 | 547 800 | 302 071 | 302 220 | 67 078 CHF | 70 138 CHF | 100,00% | 100,00% |
18/11/2024 | 4,74% | 0,22 CHF | 0,23 CHF | 609 200 | 609 200 | 337 231 | 337 231 | 71 157 CHF | 74 536 CHF | 99,90% | 99,90% |
15/11/2024 | 4,45% | 0,20 CHF | 0,21 CHF | 531 900 | 531 900 | 288 547 | 288 547 | 63 776 CHF | 66 667 CHF | 100,00% | 100,00% |
14/11/2024 | 3,83% | 0,24 CHF | 0,25 CHF | 458 300 | 458 300 | 238 752 | 238 752 | 64 166 CHF | 66 643 CHF | 100,00% | 100,00% |
13/11/2024 | 3,31% | 0,28 CHF | 0,29 CHF | 401 200 | 401 200 | 217 551 | 217 551 | 65 207 CHF | 67 387 CHF | 100,00% | 100,00% |
12/11/2024 | 3,40% | 0,29 CHF | 0,30 CHF | 421 400 | 421 400 | 229 022 | 229 052 | 67 729 CHF | 70 032 CHF | 99,90% | 99,90% |
11/11/2024 | 3,57% | 0,29 CHF | 0,30 CHF | 454 300 | 454 300 | 249 330 | 249 330 | 70 651 CHF | 73 149 CHF | 99,90% | 99,90% |
08/11/2024 | 3,44% | 0,28 CHF | 0,29 CHF | 411 000 | 411 000 | 226 292 | 226 292 | 65 674 CHF | 67 946 CHF | 99,19% | 99,19% |
07/11/2024 | 3,68% | 0,29 CHF | 0,30 CHF | 472 900 | 472 900 | 263 464 | 263 464 | 72 169 CHF | 74 809 CHF | 100,00% | 100,00% |