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 | 6,33% | 0,16 CHF | 0,17 CHF | 270 800 | 270 800 | 270 800 | 270 800 | 41 468 CHF | 44 176 CHF | 100,00% | 100,00% |
19/11/2024 | 6,62% | 0,15 CHF | 0,16 CHF | 274 400 | 274 400 | 274 400 | 274 400 | 40 086 CHF | 42 830 CHF | 100,00% | 100,00% |
18/11/2024 | 6,56% | 0,14 CHF | 0,16 CHF | 280 700 | 280 700 | 280 700 | 280 700 | 41 408 CHF | 44 215 CHF | 100,00% | 100,00% |
15/11/2024 | 6,68% | 0,14 CHF | 0,16 CHF | 284 900 | 284 900 | 284 900 | 284 900 | 41 238 CHF | 44 087 CHF | 100,00% | 100,00% |
14/11/2024 | 6,89% | 0,14 CHF | 0,15 CHF | 292 300 | 292 300 | 292 300 | 292 300 | 40 974 CHF | 43 897 CHF | 100,00% | 100,00% |
13/11/2024 | 6,95% | 0,14 CHF | 0,14 CHF | 284 700 | 284 700 | 284 700 | 284 700 | 39 571 CHF | 42 418 CHF | 100,00% | 100,00% |
12/11/2024 | 6,45% | 0,14 CHF | 0,16 CHF | 259 800 | 259 800 | 259 800 | 259 800 | 38 989 CHF | 41 587 CHF | 100,00% | 100,00% |
11/11/2024 | 6,06% | 0,16 CHF | 0,17 CHF | 256 000 | 256 000 | 256 000 | 256 000 | 40 971 CHF | 43 531 CHF | 100,00% | 100,00% |
08/11/2024 | 6,32% | 0,16 CHF | 0,17 CHF | 276 600 | 276 600 | 276 600 | 276 600 | 42 404 CHF | 45 170 CHF | 99,19% | 99,19% |
07/11/2024 | 6,25% | 0,15 CHF | 0,16 CHF | 259 800 | 259 800 | 251 377 | 251 377 | 38 947 CHF | 41 461 CHF | 100,00% | 100,00% |