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 | 1,83% | 0,50 CHF | 0,51 CHF | 278 100 | 278 100 | 278 100 | 278 100 | 151 370 CHF | 154 151 CHF | 99,89% | 99,89% |
19/11/2024 | 2,08% | 0,50 CHF | 0,51 CHF | 224 900 | 224 900 | 224 900 | 224 900 | 108 221 CHF | 110 470 CHF | 100,00% | 100,00% |
18/11/2024 | 1,44% | 0,70 CHF | 0,71 CHF | 225 700 | 225 700 | 225 700 | 225 700 | 155 333 CHF | 157 590 CHF | 100,00% | 100,00% |
15/11/2024 | 1,49% | 0,65 CHF | 0,66 CHF | 241 200 | 241 200 | 241 200 | 241 200 | 160 329 CHF | 162 741 CHF | 100,00% | 100,00% |
14/11/2024 | 1,73% | 0,63 CHF | 0,64 CHF | 288 000 | 288 000 | 288 000 | 288 000 | 165 509 CHF | 168 389 CHF | 100,00% | 100,00% |
13/11/2024 | 1,87% | 0,49 CHF | 0,50 CHF | 281 000 | 281 000 | 281 000 | 281 000 | 149 223 CHF | 152 033 CHF | 100,00% | 100,00% |
12/11/2024 | 1,61% | 0,52 CHF | 0,53 CHF | 214 400 | 214 400 | 214 400 | 214 400 | 132 201 CHF | 134 345 CHF | 100,00% | 100,00% |
11/11/2024 | 1,47% | 0,70 CHF | 0,71 CHF | 249 600 | 249 600 | 249 600 | 249 600 | 169 007 CHF | 171 503 CHF | 100,00% | 100,00% |
08/11/2024 | 1,65% | 0,58 CHF | 0,59 CHF | 224 000 | 224 000 | 224 000 | 224 000 | 134 827 CHF | 137 067 CHF | 100,00% | 100,00% |
07/11/2024 | 1,37% | 0,69 CHF | 0,70 CHF | 223 400 | 223 400 | 223 400 | 223 400 | 161 581 CHF | 163 815 CHF | 99,67% | 99,67% |