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 | 4,91% | 0,26 CHF | 0,27 CHF | 405 370 | 100 000 | 374 629 | 99 376 | 94 436 CHF | 26 210 CHF | 100,00% | 100,00% |
19/11/2024 | 4,19% | 0,28 CHF | 0,29 CHF | 316 840 | 100 000 | 297 548 | 99 292 | 87 440 CHF | 30 394 CHF | 100,00% | 100,00% |
18/11/2024 | 3,93% | 0,31 CHF | 0,32 CHF | 346 260 | 100 000 | 324 463 | 99 314 | 103 338 CHF | 32 650 CHF | 98,75% | 98,75% |
15/11/2024 | 4,86% | 0,29 CHF | 0,30 CHF | 395 620 | 100 000 | 356 396 | 100 000 | 97 053 CHF | 28 464 CHF | 72,08% | 72,08% |
14/11/2024 | 4,77% | 0,25 CHF | 0,26 CHF | 377 610 | 100 000 | 350 588 | 99 350 | 90 487 CHF | 26 840 CHF | 100,00% | 100,00% |
13/11/2024 | 4,93% | 0,26 CHF | 0,27 CHF | 405 850 | 100 000 | 374 959 | 99 381 | 93 830 CHF | 26 053 CHF | 99,66% | 99,66% |
12/11/2024 | 4,56% | 0,25 CHF | 0,26 CHF | 362 940 | 100 000 | 343 154 | 99 341 | 92 219 CHF | 27 937 CHF | 99,96% | 99,96% |
11/11/2024 | 4,82% | 0,27 CHF | 0,28 CHF | 400 500 | 100 000 | 368 523 | 99 368 | 94 910 CHF | 26 734 CHF | 100,00% | 100,00% |
08/11/2024 | 5,01% | 0,25 CHF | 0,26 CHF | 416 520 | 100 000 | 385 329 | 99 384 | 95 617 CHF | 25 789 CHF | 99,82% | 99,82% |
07/11/2024 | 4,61% | 0,25 CHF | 0,26 CHF | 372 880 | 100 000 | 349 464 | 99 348 | 93 005 CHF | 27 643 CHF | 99,51% | 99,51% |