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 | 6,46% | 0,14 CHF | 0,16 CHF | 671 300 | 671 300 | 668 476 | 668 476 | 100 118 CHF | 106 803 CHF | 100,00% | 100,00% |
19/11/2024 | 6,44% | 0,15 CHF | 0,16 CHF | 663 400 | 663 400 | 661 369 | 661 369 | 99 463 CHF | 106 077 CHF | 99,87% | 99,87% |
18/11/2024 | 6,46% | 0,15 CHF | 0,16 CHF | 667 200 | 667 200 | 664 159 | 664 159 | 99 457 CHF | 106 098 CHF | 100,00% | 100,00% |
15/11/2024 | 10,84% | 0,15 CHF | 0,16 CHF | 576 600 | 576 600 | 511 209 | 511 209 | 77 484 CHF | 82 991 CHF | 100,00% | 100,00% |
14/11/2024 | 5,53% | 0,18 CHF | 0,19 CHF | 565 300 | 565 300 | 565 295 | 565 295 | 99 390 CHF | 105 043 CHF | 100,00% | 100,00% |
13/11/2024 | 5,44% | 0,18 CHF | 0,19 CHF | 548 400 | 548 400 | 544 407 | 544 407 | 97 494 CHF | 102 938 CHF | 100,00% | 100,00% |
12/11/2024 | 5,22% | 0,19 CHF | 0,20 CHF | 516 300 | 516 300 | 516 304 | 516 304 | 96 327 CHF | 101 490 CHF | 99,89% | 99,89% |
11/11/2024 | 4,96% | 0,20 CHF | 0,21 CHF | 515 000 | 515 000 | 513 656 | 513 656 | 100 897 CHF | 106 034 CHF | 100,00% | 100,00% |
08/11/2024 | 4,96% | 0,20 CHF | 0,21 CHF | 515 000 | 515 000 | 512 051 | 512 051 | 100 633 CHF | 105 753 CHF | 98,92% | 98,92% |
07/11/2024 | 5,02% | 0,19 CHF | 0,20 CHF | 516 900 | 516 900 | 514 717 | 514 717 | 99 939 CHF | 105 086 CHF | 100,00% | 100,00% |