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 | 1,81% | 0,52 CHF | 0,53 CHF | 291 200 | 291 200 | 287 673 | 287 673 | 157 457 CHF | 160 334 CHF | 100,00% | 100,00% |
19/11/2024 | 1,80% | 0,54 CHF | 0,55 CHF | 281 500 | 281 500 | 280 877 | 280 877 | 154 897 CHF | 157 706 CHF | 100,00% | 100,00% |
18/11/2024 | 1,86% | 0,56 CHF | 0,57 CHF | 271 400 | 271 400 | 274 465 | 274 465 | 146 277 CHF | 149 022 CHF | 100,00% | 100,00% |
15/11/2024 | 1,54% | 0,60 CHF | 0,61 CHF | 219 900 | 219 900 | 217 083 | 217 083 | 140 143 CHF | 142 314 CHF | 100,00% | 100,00% |
14/11/2024 | 1,38% | 0,75 CHF | 0,76 CHF | 252 500 | 252 500 | 254 255 | 254 255 | 182 862 CHF | 185 404 CHF | 100,00% | 100,00% |
13/11/2024 | 1,72% | 0,57 CHF | 0,58 CHF | 267 400 | 267 400 | 265 887 | 265 887 | 153 107 CHF | 155 766 CHF | 100,00% | 100,00% |
12/11/2024 | 1,65% | 0,60 CHF | 0,61 CHF | 268 500 | 268 500 | 263 326 | 263 326 | 161 385 CHF | 164 024 CHF | 100,00% | 100,00% |
11/11/2024 | 1,66% | 0,60 CHF | 0,61 CHF | 275 700 | 275 700 | 273 913 | 273 913 | 164 104 CHF | 166 843 CHF | 100,00% | 100,00% |
08/11/2024 | 1,75% | 0,56 CHF | 0,57 CHF | 274 000 | 274 000 | 273 261 | 273 261 | 155 141 CHF | 157 874 CHF | 100,00% | 100,00% |
07/11/2024 | 1,76% | 0,57 CHF | 0,58 CHF | 289 400 | 289 400 | 291 157 | 291 157 | 164 200 CHF | 167 112 CHF | 100,00% | 100,00% |