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 | 6,41% | 0,14 CHF | 0,16 CHF | 558 600 | 558 600 | 555 833 | 555 833 | 83 917 CHF | 89 476 CHF | 99,45% | 99,45% |
19/11/2024 | 6,67% | 0,14 CHF | 0,16 CHF | 544 500 | 544 500 | 542 578 | 542 578 | 78 693 CHF | 84 119 CHF | 100,00% | 100,00% |
18/11/2024 | 6,44% | 0,16 CHF | 0,17 CHF | 567 400 | 567 400 | 565 777 | 565 777 | 85 072 CHF | 90 730 CHF | 99,88% | 99,88% |
15/11/2024 | 6,68% | 0,14 CHF | 0,16 CHF | 583 200 | 583 200 | 583 200 | 583 200 | 84 457 CHF | 90 289 CHF | 100,00% | 100,00% |
14/11/2024 | 7,01% | 0,14 CHF | 0,15 CHF | 606 500 | 606 500 | 606 500 | 606 500 | 83 461 CHF | 89 526 CHF | 98,59% | 98,59% |
13/11/2024 | 7,30% | 0,13 CHF | 0,14 CHF | 613 500 | 613 500 | 613 500 | 613 500 | 81 033 CHF | 87 168 CHF | 100,00% | 100,00% |
12/11/2024 | 6,86% | 0,13 CHF | 0,14 CHF | 539 300 | 539 300 | 539 300 | 539 300 | 75 976 CHF | 81 369 CHF | 99,88% | 99,88% |
11/11/2024 | 6,23% | 0,16 CHF | 0,17 CHF | 517 000 | 517 000 | 523 622 | 523 622 | 81 386 CHF | 86 622 CHF | 100,00% | 100,00% |
08/11/2024 | 6,40% | 0,15 CHF | 0,16 CHF | 542 000 | 542 000 | 535 316 | 535 316 | 80 895 CHF | 86 248 CHF | 99,05% | 99,05% |
07/11/2024 | 6,21% | 0,16 CHF | 0,17 CHF | 480 700 | 480 700 | 484 062 | 484 062 | 75 641 CHF | 80 482 CHF | 100,00% | 100,00% |