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 | 4,59% | 0,23 CHF | 0,24 CHF | 289 000 | 289 000 | 287 812 | 287 812 | 61 290 CHF | 64 168 CHF | 100,00% | 100,00% |
19/11/2024 | 4,17% | 0,24 CHF | 0,25 CHF | 313 600 | 313 600 | 312 426 | 312 426 | 73 560 CHF | 76 684 CHF | 100,00% | 100,00% |
18/11/2024 | 4,33% | 0,22 CHF | 0,23 CHF | 311 600 | 311 600 | 310 315 | 310 315 | 70 094 CHF | 73 197 CHF | 100,00% | 100,00% |
15/11/2024 | 4,95% | 0,21 CHF | 0,22 CHF | 353 500 | 353 500 | 347 500 | 347 500 | 68 488 CHF | 71 963 CHF | 100,00% | 100,00% |
14/11/2024 | 5,04% | 0,19 CHF | 0,20 CHF | 321 400 | 321 400 | 326 517 | 326 517 | 63 337 CHF | 66 602 CHF | 100,00% | 100,00% |
13/11/2024 | 4,93% | 0,20 CHF | 0,21 CHF | 344 800 | 344 800 | 338 388 | 338 388 | 67 075 CHF | 70 459 CHF | 100,00% | 100,00% |
12/11/2024 | 5,25% | 0,20 CHF | 0,21 CHF | 426 300 | 426 300 | 408 523 | 408 523 | 75 742 CHF | 79 827 CHF | 99,86% | 99,86% |
11/11/2024 | 6,32% | 0,15 CHF | 0,16 CHF | 339 100 | 339 100 | 337 698 | 337 698 | 51 899 CHF | 55 276 CHF | 99,64% | 99,64% |
08/11/2024 | 5,17% | 0,20 CHF | 0,21 CHF | 393 600 | 393 600 | 392 017 | 392 017 | 73 964 CHF | 77 884 CHF | 99,43% | 99,43% |
07/11/2024 | 5,23% | 0,18 CHF | 0,19 CHF | 238 100 | 238 100 | 237 317 | 237 317 | 44 848 CHF | 47 221 CHF | 99,39% | 99,39% |