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 | 4,43% | 0,23 CHF | 0,24 CHF | 1 617 900 | 1 617 900 | 513 469 | 513 469 | 119 314 CHF | 124 483 CHF | 99,90% | 99,90% |
19/11/2024 | 3,67% | 0,26 CHF | 0,27 CHF | 1 436 800 | 1 436 800 | 459 293 | 459 293 | 123 261 CHF | 127 860 CHF | 100,00% | 100,00% |
18/11/2024 | 3,23% | 0,28 CHF | 0,29 CHF | 1 249 500 | 1 249 500 | 398 390 | 398 390 | 120 567 CHF | 124 556 CHF | 99,87% | 99,87% |
15/11/2024 | 3,38% | 0,31 CHF | 0,32 CHF | 1 418 600 | 1 418 600 | 439 591 | 439 591 | 133 178 CHF | 137 580 CHF | 100,00% | 100,00% |
14/11/2024 | 3,45% | 0,29 CHF | 0,30 CHF | 1 297 000 | 1 297 000 | 413 631 | 413 631 | 119 380 CHF | 123 522 CHF | 100,00% | 100,00% |
13/11/2024 | 3,26% | 0,30 CHF | 0,31 CHF | 1 212 100 | 1 212 100 | 400 412 | 400 412 | 121 244 CHF | 125 253 CHF | 100,00% | 100,00% |
12/11/2024 | 3,00% | 0,33 CHF | 0,34 CHF | 1 164 200 | 1 164 200 | 371 634 | 371 634 | 121 810 CHF | 125 532 CHF | 100,00% | 100,00% |
11/11/2024 | 2,89% | 0,34 CHF | 0,35 CHF | 1 091 100 | 1 091 100 | 348 407 | 348 407 | 120 053 CHF | 123 541 CHF | 100,00% | 100,00% |
08/11/2024 | 2,88% | 0,36 CHF | 0,37 CHF | 1 154 500 | 1 154 500 | 366 209 | 366 209 | 129 000 CHF | 132 667 CHF | 100,00% | 100,00% |
07/11/2024 | 2,65% | 0,36 CHF | 0,37 CHF | 1 036 800 | 1 036 800 | 330 647 | 330 647 | 123 403 CHF | 126 714 CHF | 100,00% | 100,00% |