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 | 8,00% | 0,12 CHF | 0,13 CHF | 212 100 | 212 100 | 209 997 | 209 997 | 25 219 CHF | 27 319 CHF | 99,43% | 99,43% |
19/11/2024 | 7,99% | 0,12 CHF | 0,13 CHF | 208 400 | 208 400 | 208 421 | 208 421 | 25 049 CHF | 27 133 CHF | 100,00% | 100,00% |
18/11/2024 | 8,28% | 0,12 CHF | 0,13 CHF | 220 800 | 220 800 | 221 684 | 221 684 | 25 678 CHF | 27 894 CHF | 99,88% | 99,88% |
15/11/2024 | 8,65% | 0,11 CHF | 0,12 CHF | 217 100 | 217 100 | 217 102 | 217 102 | 24 015 CHF | 26 186 CHF | 100,00% | 100,00% |
14/11/2024 | 8,47% | 0,12 CHF | 0,13 CHF | 223 700 | 223 700 | 226 160 | 226 160 | 25 585 CHF | 27 847 CHF | 98,58% | 98,58% |
13/11/2024 | 8,63% | 0,11 CHF | 0,12 CHF | 211 000 | 211 000 | 211 263 | 211 263 | 23 428 CHF | 25 540 CHF | 100,00% | 100,00% |
12/11/2024 | 7,73% | 0,12 CHF | 0,13 CHF | 194 200 | 194 200 | 194 200 | 194 200 | 24 154 CHF | 26 096 CHF | 99,88% | 99,88% |
11/11/2024 | 7,07% | 0,14 CHF | 0,14 CHF | 189 700 | 189 700 | 188 220 | 188 220 | 25 674 CHF | 27 556 CHF | 100,00% | 100,00% |
08/11/2024 | 7,00% | 0,14 CHF | 0,14 CHF | 185 800 | 185 800 | 185 888 | 185 888 | 25 630 CHF | 27 489 CHF | 98,30% | 98,30% |
07/11/2024 | 6,81% | 0,14 CHF | 0,15 CHF | 185 800 | 185 800 | 185 423 | 185 423 | 26 317 CHF | 28 171 CHF | 100,00% | 100,00% |