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 | 2,13% | 0,41 CHF | 0,42 CHF | 172 900 | 172 900 | 75 659 | 75 659 | 34 823 CHF | 35 582 CHF | 99,57% | 99,57% |
19/11/2024 | 2,48% | 0,48 CHF | 0,49 CHF | 189 000 | 189 000 | 84 092 | 84 092 | 37 254 CHF | 38 111 CHF | 99,19% | 99,19% |
18/11/2024 | 2,70% | 0,38 CHF | 0,39 CHF | 213 200 | 213 200 | 94 886 | 94 886 | 35 521 CHF | 36 472 CHF | 99,90% | 99,90% |
15/11/2024 | 2,63% | 0,35 CHF | 0,36 CHF | 188 500 | 188 500 | 76 451 | 76 451 | 27 616 CHF | 28 382 CHF | 91,62% | 91,62% |
14/11/2024 | 1,61% | 0,67 CHF | 0,68 CHF | 128 100 | 128 100 | 56 318 | 56 318 | 37 022 CHF | 37 592 CHF | 99,72% | 99,72% |
13/11/2024 | 1,91% | 0,61 CHF | 0,62 CHF | 145 800 | 145 800 | 68 396 | 68 396 | 37 737 CHF | 38 422 CHF | 99,93% | 99,93% |
12/11/2024 | 1,84% | 0,53 CHF | 0,54 CHF | 144 900 | 144 900 | 63 583 | 63 583 | 34 770 CHF | 35 407 CHF | 99,89% | 99,89% |
11/11/2024 | 2,07% | 0,56 CHF | 0,57 CHF | 132 800 | 132 800 | 54 610 | 54 610 | 32 018 CHF | 32 612 CHF | 99,90% | 99,90% |
08/11/2024 | 1,62% | 0,67 CHF | 0,68 CHF | 138 000 | 138 000 | 63 665 | 63 665 | 40 549 CHF | 41 187 CHF | 97,38% | 97,38% |
07/11/2024 | 1,92% | 0,54 CHF | 0,55 CHF | 152 200 | 152 200 | 67 767 | 67 767 | 36 339 CHF | 37 018 CHF | 100,00% | 100,00% |