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 | 1,84% | 0,55 CHF | 0,56 CHF | 287 300 | 287 300 | 99 542 | 99 542 | 54 919 CHF | 55 916 CHF | 99,09% | 99,09% |
19/11/2024 | 1,88% | 0,56 CHF | 0,57 CHF | 299 500 | 299 500 | 102 982 | 102 982 | 56 536 CHF | 57 567 CHF | 99,38% | 99,38% |
18/11/2024 | 1,81% | 0,53 CHF | 0,54 CHF | 283 800 | 283 800 | 97 590 | 97 590 | 53 981 CHF | 54 958 CHF | 99,90% | 99,90% |
15/11/2024 | 1,92% | 0,54 CHF | 0,55 CHF | 427 800 | 427 800 | 118 804 | 118 804 | 63 273 CHF | 64 463 CHF | 99,25% | 99,25% |
14/11/2024 | 2,46% | 0,40 CHF | 0,41 CHF | 352 000 | 352 000 | 119 609 | 119 609 | 48 371 CHF | 49 569 CHF | 99,89% | 99,89% |
13/11/2024 | 2,46% | 0,43 CHF | 0,44 CHF | 399 800 | 399 800 | 136 793 | 136 793 | 57 230 CHF | 58 600 CHF | 100,00% | 100,00% |
12/11/2024 | 2,63% | 0,40 CHF | 0,41 CHF | 409 500 | 409 500 | 139 763 | 139 763 | 53 660 CHF | 55 059 CHF | 100,00% | 100,00% |
11/11/2024 | 2,81% | 0,37 CHF | 0,38 CHF | 447 900 | 447 900 | 153 140 | 153 140 | 56 234 CHF | 57 767 CHF | 99,93% | 99,93% |
08/11/2024 | 2,98% | 0,34 CHF | 0,35 CHF | 459 100 | 459 100 | 158 131 | 158 131 | 53 637 CHF | 55 220 CHF | 100,00% | 100,00% |
07/11/2024 | 2,71% | 0,35 CHF | 0,36 CHF | 392 600 | 392 600 | 135 557 | 135 557 | 49 000 CHF | 50 357 CHF | 100,00% | 100,00% |