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 | 7,22% | 0,13 CHF | 0,14 CHF | 729 900 | 364 950 | 712 738 | 356 369 | 95 203 CHF | 51 165 CHF | 100,00% | 100,00% |
19/11/2024 | 7,15% | 0,14 CHF | 0,14 CHF | 738 200 | 369 100 | 722 105 | 361 052 | 97 528 CHF | 52 376 CHF | 100,00% | 100,00% |
18/11/2024 | 7,09% | 0,14 CHF | 0,14 CHF | 675 500 | 337 750 | 660 632 | 330 316 | 89 840 CHF | 48 223 CHF | 99,78% | 99,78% |
15/11/2024 | 6,68% | 0,14 CHF | 0,16 CHF | 674 400 | 337 200 | 656 052 | 328 026 | 94 959 CHF | 50 760 CHF | 100,00% | 100,00% |
14/11/2024 | 6,50% | 0,14 CHF | 0,16 CHF | 660 900 | 330 450 | 649 074 | 324 537 | 96 648 CHF | 51 569 CHF | 99,74% | 99,74% |
13/11/2024 | 6,03% | 0,15 CHF | 0,16 CHF | 570 300 | 285 150 | 563 270 | 281 635 | 90 710 CHF | 48 171 CHF | 100,00% | 100,00% |
12/11/2024 | 6,20% | 0,17 CHF | 0,18 CHF | 839 400 | 419 700 | 798 937 | 399 468 | 125 852 CHF | 66 928 CHF | 100,00% | 100,00% |
11/11/2024 | 7,16% | 0,13 CHF | 0,14 CHF | 727 300 | 363 650 | 710 809 | 355 404 | 95 797 CHF | 51 453 CHF | 100,00% | 100,00% |
08/11/2024 | 7,00% | 0,14 CHF | 0,14 CHF | 725 100 | 362 550 | 712 178 | 356 089 | 98 161 CHF | 52 641 CHF | 99,18% | 99,18% |
07/11/2024 | 7,14% | 0,14 CHF | 0,14 CHF | 755 300 | 377 650 | 738 512 | 369 256 | 99 856 CHF | 53 621 CHF | 97,17% | 97,17% |