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 | 4,98% | 0,20 CHF | 0,21 CHF | 330 900 | 330 900 | 330 900 | 330 900 | 64 854 CHF | 68 163 CHF | 100,00% | 100,00% |
19/11/2024 | 5,73% | 0,17 CHF | 0,18 CHF | 344 100 | 344 100 | 337 300 | 337 300 | 57 189 CHF | 60 562 CHF | 99,89% | 99,89% |
18/11/2024 | 5,44% | 0,17 CHF | 0,18 CHF | 325 200 | 325 200 | 326 379 | 326 379 | 58 425 CHF | 61 689 CHF | 100,00% | 100,00% |
15/11/2024 | 5,48% | 0,18 CHF | 0,19 CHF | 320 300 | 320 300 | 320 300 | 320 300 | 56 875 CHF | 60 078 CHF | 100,00% | 100,00% |
14/11/2024 | 5,71% | 0,18 CHF | 0,19 CHF | 321 000 | 321 000 | 327 242 | 327 242 | 55 699 CHF | 58 972 CHF | 100,00% | 100,00% |
13/11/2024 | 5,44% | 0,18 CHF | 0,19 CHF | 328 000 | 328 000 | 328 000 | 328 000 | 58 710 CHF | 61 990 CHF | 100,00% | 100,00% |
12/11/2024 | 5,29% | 0,18 CHF | 0,19 CHF | 300 600 | 300 600 | 300 600 | 300 600 | 55 325 CHF | 58 331 CHF | 99,91% | 99,91% |
11/11/2024 | 4,82% | 0,20 CHF | 0,21 CHF | 294 900 | 294 900 | 294 900 | 294 900 | 59 736 CHF | 62 685 CHF | 100,00% | 100,00% |
08/11/2024 | 4,91% | 0,20 CHF | 0,21 CHF | 242 400 | 242 400 | 242 400 | 242 400 | 48 320 CHF | 50 744 CHF | 98,93% | 98,93% |
07/11/2024 | 4,05% | 0,25 CHF | 0,26 CHF | 298 700 | 298 700 | 298 700 | 298 700 | 72 397 CHF | 75 384 CHF | 100,00% | 100,00% |