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 | 0,44% | 338,80 CHF | 339,80 CHF | 400 | 400 | 345 | 345 | 115 745 CHF | 116 158 CHF | 28,10% | 28,10% |
19/11/2024 | 0,93% | 313,00 CHF | 313,80 CHF | 500 | 500 | 229 | 229 | 66 097 CHF | 66 633 CHF | 88,65% | 88,65% |
18/11/2024 | 0,98% | 318,60 CHF | 319,80 CHF | 400 | 400 | 186 | 186 | 65 531 CHF | 66 023 CHF | 97,82% | 97,82% |
15/11/2024 | 0,81% | 396,00 CHF | 397,00 CHF | 500 | 500 | 253 | 253 | 88 964 CHF | 89 530 CHF | 99,40% | 99,40% |
14/11/2024 | 0,93% | 258,00 CHF | 258,80 CHF | 600 | 600 | 300 | 300 | 77 465 CHF | 78 033 CHF | 97,16% | 97,16% |
13/11/2024 | 0,89% | 241,20 CHF | 242,00 CHF | 600 | 600 | 311 | 311 | 72 244 CHF | 72 756 CHF | 99,32% | 99,32% |
12/11/2024 | 0,89% | 238,60 CHF | 239,40 CHF | 600 | 600 | 312 | 312 | 72 761 CHF | 73 288 CHF | 94,59% | 94,59% |
11/11/2024 | 0,86% | 221,40 CHF | 222,00 CHF | 900 | 900 | 396 | 396 | 75 903 CHF | 76 368 CHF | 91,46% | 91,46% |
08/11/2024 | 1,04% | 164,00 CHF | 164,40 CHF | 1 100 | 1 100 | 375 | 375 | 51 527 CHF | 51 993 CHF | 82,53% | 82,53% |
07/11/2024 | 1,78% | 120,20 CHF | 120,60 CHF | 1 100 | 1 100 | 530 | 530 | 56 261 CHF | 56 630 CHF | 52,47% | 94,36% |