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 | 3,53% | 0,29 CHF | 0,30 CHF | 267 900 | 267 900 | 117 722 | 117 722 | 33 583 CHF | 34 762 CHF | 99,90% | 99,90% |
19/11/2024 | 3,74% | 0,27 CHF | 0,28 CHF | 280 400 | 280 400 | 122 259 | 122 259 | 32 845 CHF | 34 069 CHF | 100,00% | 100,00% |
18/11/2024 | 3,85% | 0,26 CHF | 0,27 CHF | 288 300 | 288 300 | 128 545 | 128 545 | 33 523 CHF | 34 811 CHF | 99,87% | 99,87% |
15/11/2024 | 3,75% | 0,26 CHF | 0,27 CHF | 293 500 | 293 500 | 130 580 | 130 580 | 34 591 CHF | 35 903 CHF | 100,00% | 100,00% |
14/11/2024 | 3,99% | 0,25 CHF | 0,26 CHF | 289 100 | 289 100 | 129 633 | 129 633 | 32 456 CHF | 33 755 CHF | 100,00% | 100,00% |
13/11/2024 | 3,70% | 0,26 CHF | 0,27 CHF | 285 500 | 285 500 | 125 706 | 125 706 | 33 631 CHF | 34 890 CHF | 99,62% | 99,62% |
12/11/2024 | 3,58% | 0,26 CHF | 0,27 CHF | 250 200 | 250 200 | 110 307 | 110 307 | 30 603 CHF | 31 708 CHF | 100,00% | 100,00% |
11/11/2024 | 3,07% | 0,30 CHF | 0,31 CHF | 238 000 | 238 000 | 101 439 | 101 439 | 32 638 CHF | 33 654 CHF | 99,90% | 99,90% |
08/11/2024 | 2,99% | 0,33 CHF | 0,34 CHF | 201 200 | 201 200 | 86 482 | 86 482 | 30 184 CHF | 31 066 CHF | 99,15% | 99,15% |
07/11/2024 | 2,56% | 0,40 CHF | 0,41 CHF | 206 800 | 206 800 | 92 126 | 92 126 | 36 652 CHF | 37 577 CHF | 100,00% | 100,00% |