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 | 3,62% | 0,26 CHF | 0,27 CHF | 250 400 | 250 400 | 252 001 | 252 001 | 68 356 CHF | 70 876 CHF | 99,44% | 99,44% |
19/11/2024 | 3,06% | 0,28 CHF | 0,29 CHF | 252 500 | 252 500 | 274 546 | 274 546 | 70 466 CHF | 72 668 CHF | 98,78% | 98,78% |
18/11/2024 | 2,19% | 0,25 CHF | 0,25 CHF | 281 100 | 281 100 | 306 916 | 306 916 | 69 288 CHF | 70 822 CHF | 98,77% | 98,77% |
15/11/2024 | 2,37% | 0,21 CHF | 0,22 CHF | 314 700 | 314 700 | 335 714 | 335 714 | 70 009 CHF | 71 687 CHF | 100,00% | 100,00% |
14/11/2024 | 2,66% | 0,19 CHF | 0,19 CHF | 342 400 | 342 400 | 322 465 | 322 465 | 59 926 CHF | 61 538 CHF | 100,00% | 100,00% |
13/11/2024 | 2,46% | 0,20 CHF | 0,20 CHF | 316 700 | 316 700 | 300 420 | 300 420 | 60 255 CHF | 61 757 CHF | 100,00% | 100,00% |
12/11/2024 | 2,33% | 0,20 CHF | 0,21 CHF | 295 400 | 295 400 | 278 688 | 278 688 | 59 211 CHF | 60 604 CHF | 99,81% | 99,81% |
11/11/2024 | 2,07% | 0,24 CHF | 0,24 CHF | 274 200 | 274 200 | 259 408 | 259 408 | 62 016 CHF | 63 313 CHF | 99,73% | 99,73% |
08/11/2024 | 3,29% | 0,24 CHF | 0,25 CHF | 254 700 | 254 700 | 243 663 | 243 663 | 61 590 CHF | 63 655 CHF | 100,00% | 100,00% |
07/11/2024 | 3,45% | 0,28 CHF | 0,29 CHF | 240 300 | 240 300 | 236 940 | 236 940 | 67 512 CHF | 69 882 CHF | 99,69% | 99,69% |