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 | 6,01% | 0,16 CHF | 0,17 CHF | 252 700 | 252 700 | 252 700 | 252 700 | 40 758 CHF | 43 285 CHF | 100,00% | 100,00% |
19/11/2024 | 5,75% | 0,17 CHF | 0,18 CHF | 247 500 | 247 500 | 247 500 | 247 500 | 41 783 CHF | 44 258 CHF | 100,00% | 100,00% |
18/11/2024 | 5,77% | 0,17 CHF | 0,18 CHF | 238 800 | 238 800 | 238 800 | 238 800 | 40 201 CHF | 42 589 CHF | 100,00% | 100,00% |
15/11/2024 | 5,68% | 0,17 CHF | 0,18 CHF | 233 400 | 233 400 | 233 400 | 233 400 | 39 946 CHF | 42 280 CHF | 100,00% | 100,00% |
14/11/2024 | 5,50% | 0,18 CHF | 0,19 CHF | 224 300 | 224 300 | 224 300 | 224 300 | 39 644 CHF | 41 887 CHF | 100,00% | 100,00% |
13/11/2024 | 5,46% | 0,18 CHF | 0,19 CHF | 233 000 | 233 000 | 233 000 | 233 000 | 41 532 CHF | 43 862 CHF | 100,00% | 100,00% |
12/11/2024 | 5,78% | 0,18 CHF | 0,19 CHF | 263 500 | 263 500 | 263 500 | 263 500 | 44 291 CHF | 46 926 CHF | 100,00% | 100,00% |
11/11/2024 | 6,10% | 0,16 CHF | 0,17 CHF | 239 100 | 239 100 | 239 100 | 239 100 | 37 979 CHF | 40 370 CHF | 100,00% | 100,00% |
08/11/2024 | 5,84% | 0,17 CHF | 0,18 CHF | 238 700 | 238 700 | 238 700 | 238 700 | 39 686 CHF | 42 073 CHF | 99,18% | 99,18% |
07/11/2024 | 5,81% | 0,17 CHF | 0,18 CHF | 260 500 | 260 500 | 252 003 | 252 003 | 42 169 CHF | 44 689 CHF | 100,00% | 100,00% |