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 | 1,14% | 0,80 CHF | 0,81 CHF | 150 800 | 150 800 | 64 540 | 64 540 | 58 037 CHF | 58 687 CHF | 99,34% | 99,34% |
19/11/2024 | 1,30% | 0,84 CHF | 0,85 CHF | 147 900 | 147 900 | 64 281 | 64 281 | 54 255 CHF | 54 914 CHF | 99,89% | 99,89% |
18/11/2024 | 1,44% | 0,80 CHF | 0,81 CHF | 177 300 | 177 300 | 78 314 | 78 314 | 54 677 CHF | 55 463 CHF | 99,76% | 99,76% |
15/11/2024 | 1,84% | 0,60 CHF | 0,61 CHF | 242 900 | 242 900 | 110 116 | 110 116 | 60 838 CHF | 61 941 CHF | 99,90% | 99,90% |
14/11/2024 | 1,62% | 0,51 CHF | 0,52 CHF | 233 200 | 233 200 | 101 360 | 101 360 | 60 563 CHF | 61 579 CHF | 98,52% | 98,52% |
13/11/2024 | 1,92% | 0,98 CHF | 0,99 CHF | 132 200 | 132 200 | 59 363 | 59 363 | 56 964 CHF | 57 864 CHF | 99,94% | 99,94% |
12/11/2024 | 1,77% | 0,83 CHF | 0,84 CHF | 130 800 | 130 800 | 56 519 | 56 519 | 56 587 CHF | 57 438 CHF | 97,80% | 97,80% |
11/11/2024 | 1,09% | 1,01 CHF | 1,02 CHF | 187 900 | 187 900 | 86 022 | 86 022 | 81 469 CHF | 82 331 CHF | 99,86% | 99,86% |
08/11/2024 | 2,04% | 0,57 CHF | 0,58 CHF | 258 800 | 258 800 | 119 542 | 119 542 | 62 506 CHF | 63 704 CHF | 99,05% | 99,05% |
07/11/2024 | 2,54% | 0,47 CHF | 0,48 CHF | 275 100 | 275 100 | 127 365 | 127 365 | 53 372 CHF | 54 654 CHF | 99,96% | 99,96% |