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 | 2,18% | 0,46 CHF | 0,47 CHF | 268 500 | 268 500 | 267 396 | 267 396 | 121 578 CHF | 124 252 CHF | 100,00% | 100,00% |
19/11/2024 | 2,07% | 0,48 CHF | 0,49 CHF | 281 200 | 281 200 | 280 147 | 280 147 | 133 951 CHF | 136 752 CHF | 100,00% | 100,00% |
18/11/2024 | 2,12% | 0,46 CHF | 0,47 CHF | 280 200 | 280 200 | 279 044 | 279 044 | 130 480 CHF | 133 271 CHF | 100,00% | 100,00% |
15/11/2024 | 2,26% | 0,45 CHF | 0,46 CHF | 301 200 | 301 200 | 296 060 | 296 060 | 129 620 CHF | 132 580 CHF | 100,00% | 100,00% |
14/11/2024 | 2,28% | 0,43 CHF | 0,44 CHF | 280 600 | 280 600 | 285 068 | 285 068 | 123 531 CHF | 126 382 CHF | 100,00% | 100,00% |
13/11/2024 | 2,26% | 0,44 CHF | 0,45 CHF | 297 100 | 297 100 | 291 572 | 291 572 | 127 611 CHF | 130 527 CHF | 100,00% | 100,00% |
12/11/2024 | 2,34% | 0,44 CHF | 0,45 CHF | 336 100 | 336 100 | 322 159 | 322 159 | 136 316 CHF | 139 538 CHF | 99,86% | 99,86% |
11/11/2024 | 2,56% | 0,38 CHF | 0,39 CHF | 292 000 | 292 000 | 290 793 | 290 793 | 112 396 CHF | 115 304 CHF | 99,70% | 99,70% |
08/11/2024 | 2,33% | 0,44 CHF | 0,45 CHF | 318 100 | 318 100 | 316 818 | 316 818 | 134 518 CHF | 137 686 CHF | 99,22% | 99,22% |
07/11/2024 | 2,36% | 0,41 CHF | 0,42 CHF | 248 300 | 248 300 | 247 481 | 247 481 | 103 925 CHF | 106 400 CHF | 99,39% | 99,39% |