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 | 2,09% | 0,47 CHF | 0,48 CHF | 108 300 | 108 300 | 108 300 | 108 300 | 51 304 CHF | 52 387 CHF | 100,00% | 100,00% |
19/11/2024 | 1,79% | 0,56 CHF | 0,57 CHF | 117 200 | 117 200 | 114 899 | 114 899 | 63 702 CHF | 64 851 CHF | 99,87% | 99,87% |
18/11/2024 | 1,87% | 0,55 CHF | 0,56 CHF | 110 500 | 110 500 | 110 901 | 110 901 | 58 842 CHF | 59 951 CHF | 100,00% | 100,00% |
15/11/2024 | 1,85% | 0,54 CHF | 0,55 CHF | 112 600 | 112 600 | 112 600 | 112 600 | 60 371 CHF | 61 497 CHF | 100,00% | 100,00% |
14/11/2024 | 1,78% | 0,53 CHF | 0,54 CHF | 112 300 | 112 300 | 114 492 | 114 492 | 63 730 CHF | 64 875 CHF | 100,00% | 100,00% |
13/11/2024 | 1,86% | 0,53 CHF | 0,54 CHF | 109 100 | 109 100 | 109 100 | 109 100 | 57 999 CHF | 59 090 CHF | 100,00% | 100,00% |
12/11/2024 | 1,91% | 0,54 CHF | 0,55 CHF | 120 800 | 120 800 | 120 800 | 120 800 | 62 732 CHF | 63 940 CHF | 99,89% | 99,89% |
11/11/2024 | 2,07% | 0,48 CHF | 0,49 CHF | 123 600 | 123 600 | 123 600 | 123 600 | 58 992 CHF | 60 228 CHF | 100,00% | 100,00% |
08/11/2024 | 2,03% | 0,50 CHF | 0,51 CHF | 151 900 | 151 900 | 151 900 | 151 900 | 74 066 CHF | 75 585 CHF | 98,92% | 98,92% |
07/11/2024 | 2,29% | 0,41 CHF | 0,42 CHF | 106 400 | 106 400 | 106 400 | 106 400 | 46 080 CHF | 47 144 CHF | 100,00% | 100,00% |