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 | 3,68% | 0,26 CHF | 0,27 CHF | 250 800 | 250 800 | 249 445 | 249 445 | 66 503 CHF | 68 998 CHF | 100,00% | 100,00% |
19/11/2024 | 3,84% | 0,26 CHF | 0,27 CHF | 259 200 | 259 200 | 258 924 | 258 924 | 66 144 CHF | 68 733 CHF | 100,00% | 100,00% |
18/11/2024 | 3,69% | 0,26 CHF | 0,27 CHF | 279 800 | 279 800 | 277 702 | 277 702 | 73 903 CHF | 76 680 CHF | 100,00% | 100,00% |
15/11/2024 | 3,94% | 0,25 CHF | 0,26 CHF | 291 300 | 291 300 | 286 964 | 286 964 | 71 444 CHF | 74 314 CHF | 100,00% | 100,00% |
14/11/2024 | 4,52% | 0,24 CHF | 0,25 CHF | 341 700 | 341 700 | 343 610 | 343 610 | 74 549 CHF | 77 985 CHF | 99,35% | 99,35% |
13/11/2024 | 4,81% | 0,20 CHF | 0,21 CHF | 303 300 | 303 300 | 300 321 | 300 321 | 61 242 CHF | 64 246 CHF | 100,00% | 100,00% |
12/11/2024 | 3,80% | 0,23 CHF | 0,24 CHF | 276 500 | 276 500 | 272 783 | 272 783 | 70 456 CHF | 73 184 CHF | 100,00% | 100,00% |
11/11/2024 | 3,97% | 0,26 CHF | 0,27 CHF | 279 700 | 279 700 | 280 709 | 280 709 | 69 546 CHF | 72 353 CHF | 99,93% | 99,93% |
08/11/2024 | 4,22% | 0,23 CHF | 0,24 CHF | 217 400 | 217 400 | 216 158 | 216 158 | 50 324 CHF | 52 485 CHF | 99,40% | 99,40% |
07/11/2024 | 3,03% | 0,32 CHF | 0,33 CHF | 250 400 | 250 400 | 249 903 | 249 903 | 81 184 CHF | 83 683 CHF | 100,00% | 100,00% |