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 | 7,04% | 0,14 CHF | 0,14 CHF | 374 900 | 374 900 | 364 898 | 364 898 | 50 004 CHF | 53 653 CHF | 100,00% | 100,00% |
19/11/2024 | 7,13% | 0,14 CHF | 0,14 CHF | 362 800 | 362 800 | 352 637 | 352 637 | 47 741 CHF | 51 269 CHF | 100,00% | 100,00% |
18/11/2024 | 7,10% | 0,14 CHF | 0,15 CHF | 373 800 | 373 800 | 363 880 | 363 880 | 49 477 CHF | 53 116 CHF | 100,00% | 100,00% |
15/11/2024 | 7,17% | 0,14 CHF | 0,14 CHF | 386 900 | 386 900 | 376 181 | 376 181 | 50 636 CHF | 54 398 CHF | 100,00% | 100,00% |
14/11/2024 | 7,61% | 0,13 CHF | 0,14 CHF | 380 900 | 380 900 | 375 080 | 375 080 | 47 487 CHF | 51 238 CHF | 99,35% | 99,35% |
13/11/2024 | 7,28% | 0,13 CHF | 0,14 CHF | 380 700 | 380 700 | 371 502 | 371 502 | 49 174 CHF | 52 889 CHF | 100,00% | 100,00% |
12/11/2024 | 7,10% | 0,13 CHF | 0,14 CHF | 344 000 | 344 000 | 333 440 | 333 440 | 45 265 CHF | 48 600 CHF | 98,86% | 100,00% |
11/11/2024 | 6,24% | 0,15 CHF | 0,16 CHF | 319 800 | 319 800 | 305 038 | 305 038 | 47 379 CHF | 50 429 CHF | 99,93% | 99,93% |
08/11/2024 | 5,67% | 0,16 CHF | 0,17 CHF | 263 700 | 263 700 | 251 755 | 251 755 | 43 200 CHF | 45 718 CHF | 100,00% | 100,00% |
07/11/2024 | 4,87% | 0,21 CHF | 0,22 CHF | 271 200 | 271 200 | 267 626 | 267 626 | 53 631 CHF | 56 307 CHF | 98,41% | 98,41% |