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% | 0,56 CHF | 0,57 CHF | 264 500 | 264 500 | 113 073 | 113 073 | 56 561 CHF | 57 700 CHF | 99,24% | 99,24% |
19/11/2024 | 2,05% | 0,53 CHF | 0,54 CHF | 265 100 | 265 100 | 115 228 | 115 228 | 60 915 CHF | 62 095 CHF | 99,89% | 99,89% |
18/11/2024 | 1,49% | 0,60 CHF | 0,61 CHF | 189 000 | 189 000 | 83 430 | 83 430 | 58 195 CHF | 59 032 CHF | 99,70% | 99,70% |
15/11/2024 | 0,98% | 0,94 CHF | 0,95 CHF | 114 500 | 114 500 | 51 907 | 51 907 | 53 915 CHF | 54 435 CHF | 99,90% | 99,90% |
14/11/2024 | 1,12% | 1,12 CHF | 1,13 CHF | 129 800 | 129 800 | 56 451 | 56 451 | 54 915 CHF | 55 481 CHF | 98,56% | 98,56% |
13/11/2024 | 2,02% | 0,72 CHF | 0,73 CHF | 185 400 | 185 400 | 83 277 | 83 277 | 61 441 CHF | 62 525 CHF | 99,94% | 99,94% |
12/11/2024 | 1,81% | 0,82 CHF | 0,83 CHF | 208 300 | 208 300 | 89 890 | 89 890 | 63 401 CHF | 64 414 CHF | 98,03% | 98,03% |
11/11/2024 | 2,44% | 1,12 CHF | 1,14 CHF | 28 200 | 28 200 | 13 062 | 13 062 | 20 507 CHF | 20 903 CHF | 97,11% | 97,11% |