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 | 3,90% | 0,24 CHF | 0,25 CHF | 278 100 | 278 100 | 276 956 | 276 956 | 69 655 CHF | 72 424 CHF | 100,00% | 100,00% |
19/11/2024 | 4,34% | 0,23 CHF | 0,24 CHF | 259 700 | 259 700 | 258 727 | 258 727 | 58 488 CHF | 61 075 CHF | 100,00% | 100,00% |
18/11/2024 | 4,09% | 0,25 CHF | 0,26 CHF | 260 800 | 260 800 | 259 724 | 259 724 | 62 237 CHF | 64 834 CHF | 100,00% | 100,00% |
15/11/2024 | 3,51% | 0,26 CHF | 0,27 CHF | 233 400 | 233 400 | 229 441 | 229 441 | 64 272 CHF | 66 566 CHF | 100,00% | 100,00% |
14/11/2024 | 3,46% | 0,29 CHF | 0,30 CHF | 233 300 | 233 300 | 237 003 | 237 003 | 67 432 CHF | 69 802 CHF | 100,00% | 100,00% |
13/11/2024 | 3,51% | 0,27 CHF | 0,28 CHF | 237 300 | 237 300 | 232 887 | 232 887 | 65 168 CHF | 67 497 CHF | 100,00% | 100,00% |
12/11/2024 | 3,25% | 0,27 CHF | 0,28 CHF | 193 600 | 193 600 | 185 588 | 185 588 | 56 234 CHF | 58 090 CHF | 99,85% | 99,85% |
11/11/2024 | 2,66% | 0,37 CHF | 0,38 CHF | 210 500 | 210 500 | 209 630 | 209 630 | 77 740 CHF | 79 836 CHF | 99,68% | 99,68% |
08/11/2024 | 3,11% | 0,29 CHF | 0,30 CHF | 184 100 | 184 100 | 183 358 | 183 358 | 58 132 CHF | 59 966 CHF | 99,19% | 99,19% |
07/11/2024 | 2,87% | 0,36 CHF | 0,37 CHF | 240 700 | 240 700 | 239 907 | 239 907 | 82 878 CHF | 85 278 CHF | 99,39% | 99,39% |