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 | 3,44% | 0,27 CHF | 0,28 CHF | 212 500 | 212 500 | 212 652 | 212 652 | 56 748 CHF | 58 738 CHF | 99,44% | 99,44% |
19/11/2024 | 3,18% | 0,26 CHF | 0,26 CHF | 212 700 | 212 700 | 196 113 | 196 113 | 51 159 CHF | 52 804 CHF | 98,77% | 98,77% |
18/11/2024 | 3,45% | 0,26 CHF | 0,27 CHF | 191 200 | 191 200 | 171 207 | 171 207 | 48 685 CHF | 50 395 CHF | 98,77% | 98,77% |
15/11/2024 | 3,14% | 0,32 CHF | 0,33 CHF | 164 900 | 164 900 | 153 056 | 153 056 | 47 955 CHF | 49 485 CHF | 100,00% | 100,00% |
14/11/2024 | 2,78% | 0,35 CHF | 0,36 CHF | 149 300 | 149 300 | 165 057 | 165 057 | 58 648 CHF | 60 298 CHF | 100,00% | 100,00% |
13/11/2024 | 3,07% | 0,34 CHF | 0,35 CHF | 169 600 | 169 600 | 180 835 | 180 835 | 58 019 CHF | 59 827 CHF | 100,00% | 100,00% |
12/11/2024 | 3,25% | 0,33 CHF | 0,34 CHF | 184 300 | 184 300 | 206 306 | 206 306 | 62 426 CHF | 64 489 CHF | 99,81% | 99,81% |
11/11/2024 | 2,34% | 0,28 CHF | 0,29 CHF | 212 200 | 212 200 | 233 573 | 233 573 | 59 455 CHF | 60 858 CHF | 99,73% | 99,73% |
08/11/2024 | 2,06% | 0,26 CHF | 0,27 CHF | 240 400 | 240 400 | 242 241 | 242 241 | 58 214 CHF | 59 425 CHF | 100,00% | 100,00% |
07/11/2024 | 2,07% | 0,22 CHF | 0,23 CHF | 242 800 | 242 800 | 217 689 | 217 689 | 52 135 CHF | 53 224 CHF | 99,96% | 99,96% |