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 | 2,16% | 0,49 CHF | 0,50 CHF | 548 000 | 548 000 | 301 301 | 301 301 | 142 353 CHF | 145 371 CHF | 99,90% | 99,90% |
19/11/2024 | 2,09% | 0,49 CHF | 0,50 CHF | 535 000 | 535 000 | 293 146 | 293 146 | 141 954 CHF | 144 891 CHF | 100,00% | 100,00% |
18/11/2024 | 2,11% | 0,47 CHF | 0,48 CHF | 531 000 | 531 000 | 291 697 | 291 697 | 139 099 CHF | 142 022 CHF | 99,55% | 99,55% |
15/11/2024 | 2,25% | 0,48 CHF | 0,49 CHF | 607 400 | 607 400 | 333 267 | 333 267 | 151 148 CHF | 154 488 CHF | 99,90% | 99,90% |
14/11/2024 | 2,30% | 0,44 CHF | 0,45 CHF | 595 700 | 595 700 | 316 609 | 316 609 | 138 722 CHF | 141 894 CHF | 100,00% | 100,00% |
13/11/2024 | 2,23% | 0,46 CHF | 0,47 CHF | 580 800 | 580 800 | 318 946 | 318 946 | 144 627 CHF | 147 822 CHF | 100,00% | 100,00% |
12/11/2024 | 2,16% | 0,46 CHF | 0,47 CHF | 546 700 | 546 700 | 300 248 | 300 248 | 140 001 CHF | 143 009 CHF | 100,00% | 100,00% |
11/11/2024 | 2,26% | 0,47 CHF | 0,48 CHF | 577 300 | 577 300 | 317 070 | 317 070 | 142 065 CHF | 145 242 CHF | 100,00% | 100,00% |
08/11/2024 | 2,33% | 0,44 CHF | 0,45 CHF | 597 400 | 597 400 | 328 792 | 328 792 | 142 416 CHF | 145 710 CHF | 99,18% | 99,18% |
07/11/2024 | 2,25% | 0,43 CHF | 0,44 CHF | 560 800 | 560 800 | 307 905 | 307 905 | 137 547 CHF | 140 632 CHF | 100,00% | 100,00% |