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 | 2,18% | 0,43 CHF | 0,44 CHF | 166 200 | 166 200 | 166 171 | 166 171 | 75 385 CHF | 77 047 CHF | 100,00% | 100,00% |
19/11/2024 | 2,29% | 0,43 CHF | 0,44 CHF | 143 100 | 143 100 | 143 130 | 143 130 | 62 034 CHF | 63 465 CHF | 100,00% | 100,00% |
18/11/2024 | 2,01% | 0,51 CHF | 0,52 CHF | 148 500 | 148 500 | 150 228 | 150 228 | 74 060 CHF | 75 563 CHF | 100,00% | 100,00% |
15/11/2024 | 1,94% | 0,48 CHF | 0,49 CHF | 146 300 | 146 300 | 143 413 | 143 413 | 73 107 CHF | 74 541 CHF | 100,00% | 100,00% |
14/11/2024 | 2,12% | 0,51 CHF | 0,52 CHF | 166 400 | 166 400 | 169 757 | 169 757 | 79 517 CHF | 81 215 CHF | 100,00% | 100,00% |
13/11/2024 | 2,43% | 0,42 CHF | 0,43 CHF | 185 500 | 185 500 | 188 814 | 188 814 | 76 843 CHF | 78 731 CHF | 100,00% | 100,00% |
12/11/2024 | 2,27% | 0,37 CHF | 0,38 CHF | 145 400 | 145 400 | 142 557 | 142 557 | 62 373 CHF | 63 799 CHF | 99,86% | 99,86% |
11/11/2024 | 1,82% | 0,54 CHF | 0,55 CHF | 146 900 | 146 900 | 147 018 | 147 018 | 79 898 CHF | 81 368 CHF | 99,70% | 99,70% |
08/11/2024 | 1,64% | 0,53 CHF | 0,54 CHF | 75 900 | 75 900 | 72 410 | 72 410 | 45 880 CHF | 46 623 CHF | 98,81% | 98,81% |
07/11/2024 | 0,95% | 1,04 CHF | 1,05 CHF | 80 500 | 80 500 | 80 767 | 80 767 | 84 517 CHF | 85 325 CHF | 100,00% | 100,00% |