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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 3,49% | 0,29 CHF | 0,30 CHF | 530 900 | 530 900 | 239 253 | 239 253 | 68 993 CHF | 71 390 CHF | 100,00% | 100,00% |
20/11/2024 | 3,73% | 0,26 CHF | 0,27 CHF | 583 200 | 583 200 | 257 395 | 257 395 | 68 367 CHF | 70 946 CHF | 99,90% | 99,90% |
19/11/2024 | 3,55% | 0,28 CHF | 0,29 CHF | 542 100 | 542 100 | 241 974 | 241 974 | 68 059 CHF | 70 483 CHF | 99,87% | 99,87% |
18/11/2024 | 3,40% | 0,29 CHF | 0,30 CHF | 520 200 | 520 200 | 230 704 | 230 704 | 67 956 CHF | 70 268 CHF | 97,90% | 97,90% |
15/11/2024 | 2,85% | 0,31 CHF | 0,32 CHF | 461 200 | 461 200 | 183 804 | 183 804 | 62 735 CHF | 64 576 CHF | 99,40% | 99,40% |
14/11/2024 | 2,83% | 0,38 CHF | 0,39 CHF | 431 900 | 431 900 | 197 024 | 197 024 | 69 554 CHF | 71 528 CHF | 100,00% | 100,00% |
13/11/2024 | 2,70% | 0,36 CHF | 0,37 CHF | 422 500 | 422 500 | 185 422 | 185 422 | 68 904 CHF | 70 762 CHF | 100,00% | 100,00% |
12/11/2024 | 2,47% | 0,39 CHF | 0,40 CHF | 384 400 | 384 400 | 171 590 | 171 590 | 69 338 CHF | 71 057 CHF | 99,89% | 99,89% |
11/11/2024 | 2,40% | 0,42 CHF | 0,43 CHF | 367 700 | 367 700 | 164 849 | 164 849 | 69 157 CHF | 70 809 CHF | 99,89% | 99,89% |
08/11/2024 | 2,36% | 0,41 CHF | 0,42 CHF | 371 200 | 371 200 | 165 178 | 165 178 | 70 024 CHF | 71 679 CHF | 98,92% | 98,92% |