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 | 2,28% | 0,46 CHF | 0,47 CHF | 161 200 | 161 200 | 161 173 | 161 173 | 70 105 CHF | 71 717 CHF | 100,00% | 100,00% |
19/11/2024 | 2,18% | 0,46 CHF | 0,47 CHF | 189 900 | 189 900 | 189 938 | 189 938 | 86 406 CHF | 88 306 CHF | 100,00% | 100,00% |
18/11/2024 | 2,39% | 0,40 CHF | 0,41 CHF | 170 300 | 170 300 | 172 317 | 172 317 | 71 242 CHF | 72 965 CHF | 100,00% | 100,00% |
15/11/2024 | 2,47% | 0,42 CHF | 0,43 CHF | 183 000 | 183 000 | 179 370 | 179 370 | 71 823 CHF | 73 617 CHF | 100,00% | 100,00% |
14/11/2024 | 2,22% | 0,40 CHF | 0,41 CHF | 140 700 | 140 700 | 143 621 | 143 621 | 64 476 CHF | 65 912 CHF | 100,00% | 100,00% |
13/11/2024 | 1,89% | 0,50 CHF | 0,51 CHF | 127 700 | 127 700 | 129 959 | 129 959 | 68 343 CHF | 69 642 CHF | 100,00% | 100,00% |
12/11/2024 | 1,93% | 0,57 CHF | 0,58 CHF | 170 100 | 170 100 | 166 840 | 166 840 | 85 789 CHF | 87 458 CHF | 99,85% | 99,85% |
11/11/2024 | 2,35% | 0,43 CHF | 0,44 CHF | 149 500 | 149 500 | 149 622 | 149 622 | 62 972 CHF | 64 469 CHF | 99,70% | 99,70% |
08/11/2024 | 2,42% | 0,46 CHF | 0,47 CHF | 250 800 | 250 800 | 239 225 | 239 225 | 103 462 CHF | 105 917 CHF | 98,81% | 98,81% |
07/11/2024 | 3,22% | 0,31 CHF | 0,32 CHF | 190 200 | 190 200 | 190 855 | 190 855 | 58 730 CHF | 60 639 CHF | 100,00% | 100,00% |