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 | 9,30% | 0,11 CHF | 0,12 CHF | 188 300 | 188 300 | 188 535 | 188 535 | 19 342 CHF | 21 228 CHF | 100,00% | 100,00% |
19/11/2024 | 8,64% | 0,11 CHF | 0,12 CHF | 181 500 | 181 500 | 186 237 | 186 237 | 20 670 CHF | 22 532 CHF | 99,87% | 99,87% |
18/11/2024 | 8,80% | 0,11 CHF | 0,12 CHF | 179 100 | 179 100 | 182 072 | 182 072 | 19 790 CHF | 21 611 CHF | 100,00% | 100,00% |
15/11/2024 | 8,76% | 0,11 CHF | 0,12 CHF | 170 300 | 170 300 | 173 311 | 173 311 | 18 951 CHF | 20 685 CHF | 100,00% | 100,00% |
14/11/2024 | 7,84% | 0,12 CHF | 0,13 CHF | 154 200 | 154 200 | 154 466 | 154 466 | 18 961 CHF | 20 505 CHF | 100,00% | 100,00% |
13/11/2024 | 7,28% | 0,13 CHF | 0,14 CHF | 157 900 | 157 900 | 160 424 | 160 424 | 21 247 CHF | 22 851 CHF | 100,00% | 100,00% |
12/11/2024 | 7,55% | 0,13 CHF | 0,14 CHF | 177 700 | 177 700 | 177 725 | 177 725 | 22 669 CHF | 24 446 CHF | 99,89% | 99,89% |
11/11/2024 | 8,99% | 0,12 CHF | 0,13 CHF | 174 200 | 174 200 | 169 618 | 169 618 | 18 059 CHF | 19 755 CHF | 100,00% | 100,00% |
08/11/2024 | 7,30% | 0,12 CHF | 0,13 CHF | 195 700 | 195 700 | 200 356 | 200 356 | 26 492 CHF | 28 495 CHF | 98,92% | 98,92% |
07/11/2024 | 8,48% | 0,11 CHF | 0,12 CHF | 170 300 | 170 300 | 175 518 | 175 518 | 19 850 CHF | 21 605 CHF | 100,00% | 100,00% |