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 | 3,79% | 0,29 CHF | 0,30 CHF | 541 300 | 541 300 | 297 680 | 297 680 | 80 497 CHF | 83 479 CHF | 99,90% | 99,90% |
19/11/2024 | 3,54% | 0,29 CHF | 0,30 CHF | 518 200 | 518 200 | 283 961 | 283 961 | 80 925 CHF | 83 771 CHF | 100,00% | 100,00% |
18/11/2024 | 3,65% | 0,27 CHF | 0,28 CHF | 511 200 | 511 200 | 280 836 | 280 836 | 76 903 CHF | 79 717 CHF | 99,55% | 99,55% |
15/11/2024 | 4,06% | 0,28 CHF | 0,28 CHF | 643 600 | 643 600 | 353 137 | 353 137 | 88 666 CHF | 92 205 CHF | 99,90% | 99,90% |
14/11/2024 | 4,25% | 0,24 CHF | 0,25 CHF | 621 300 | 621 300 | 330 212 | 330 212 | 77 350 CHF | 80 658 CHF | 100,00% | 100,00% |
13/11/2024 | 3,98% | 0,26 CHF | 0,27 CHF | 593 400 | 593 400 | 325 845 | 325 845 | 82 419 CHF | 85 684 CHF | 100,00% | 100,00% |
12/11/2024 | 3,71% | 0,26 CHF | 0,27 CHF | 530 600 | 530 600 | 291 407 | 291 407 | 78 179 CHF | 81 098 CHF | 100,00% | 100,00% |
11/11/2024 | 4,03% | 0,27 CHF | 0,28 CHF | 584 100 | 584 100 | 320 848 | 320 848 | 79 951 CHF | 83 166 CHF | 100,00% | 100,00% |
08/11/2024 | 4,28% | 0,24 CHF | 0,25 CHF | 620 700 | 620 700 | 341 602 | 341 602 | 79 906 CHF | 83 329 CHF | 99,19% | 99,19% |
07/11/2024 | 3,97% | 0,23 CHF | 0,24 CHF | 552 400 | 552 400 | 303 268 | 303 268 | 75 950 CHF | 78 989 CHF | 100,00% | 100,00% |