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 | 2,26% | 0,41 CHF | 0,42 CHF | 581 700 | 581 700 | 562 720 | 562 720 | 246 359 CHF | 251 987 CHF | 100,00% | 100,00% |
19/11/2024 | 2,19% | 0,45 CHF | 0,46 CHF | 555 400 | 555 400 | 553 516 | 553 516 | 249 876 CHF | 255 412 CHF | 99,90% | 99,90% |
18/11/2024 | 2,18% | 0,45 CHF | 0,46 CHF | 547 400 | 547 400 | 544 662 | 544 662 | 247 084 CHF | 252 531 CHF | 100,00% | 100,00% |
15/11/2024 | 2,07% | 0,46 CHF | 0,47 CHF | 531 400 | 531 400 | 520 743 | 520 743 | 248 741 CHF | 253 948 CHF | 100,00% | 100,00% |
14/11/2024 | 2,13% | 0,50 CHF | 0,51 CHF | 548 300 | 548 300 | 553 841 | 553 841 | 258 177 CHF | 263 716 CHF | 99,04% | 99,04% |
13/11/2024 | 2,03% | 0,46 CHF | 0,47 CHF | 497 500 | 497 500 | 487 585 | 487 585 | 238 347 CHF | 243 223 CHF | 99,00% | 99,00% |
12/11/2024 | 1,59% | 0,48 CHF | 0,49 CHF | 239 700 | 239 700 | 220 781 | 220 781 | 147 392 CHF | 149 670 CHF | 97,86% | 97,86% |
11/11/2024 | 0,77% | 1,29 CHF | 1,30 CHF | 211 100 | 211 100 | 208 791 | 208 791 | 270 092 CHF | 272 180 CHF | 100,00% | 100,00% |
08/11/2024 | 0,82% | 1,21 CHF | 1,22 CHF | 203 500 | 203 500 | 202 658 | 202 658 | 246 110 CHF | 248 137 CHF | 98,95% | 98,95% |
07/11/2024 | 0,76% | 1,29 CHF | 1,30 CHF | 209 100 | 209 100 | 208 595 | 208 595 | 273 102 CHF | 275 188 CHF | 100,00% | 100,00% |