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 | 6,17% | 0,16 CHF | 0,17 CHF | 622 600 | 622 600 | 621 442 | 621 442 | 97 673 CHF | 103 888 CHF | 100,00% | 100,00% |
19/11/2024 | 6,08% | 0,16 CHF | 0,17 CHF | 536 000 | 536 000 | 534 879 | 534 879 | 85 401 CHF | 90 750 CHF | 100,00% | 100,00% |
18/11/2024 | 5,13% | 0,19 CHF | 0,20 CHF | 555 600 | 555 600 | 555 600 | 555 600 | 105 562 CHF | 111 118 CHF | 100,00% | 100,00% |
15/11/2024 | 5,15% | 0,18 CHF | 0,19 CHF | 499 400 | 499 400 | 494 608 | 494 608 | 93 662 CHF | 98 608 CHF | 100,00% | 100,00% |
14/11/2024 | 4,99% | 0,21 CHF | 0,22 CHF | 533 300 | 533 300 | 537 175 | 537 175 | 105 374 CHF | 110 746 CHF | 100,00% | 100,00% |
13/11/2024 | 5,34% | 0,18 CHF | 0,19 CHF | 530 600 | 530 600 | 528 084 | 528 084 | 96 258 CHF | 101 539 CHF | 100,00% | 100,00% |
12/11/2024 | 5,09% | 0,19 CHF | 0,20 CHF | 476 900 | 476 900 | 476 900 | 476 900 | 91 387 CHF | 96 156 CHF | 99,86% | 99,86% |
11/11/2024 | 4,44% | 0,21 CHF | 0,22 CHF | 473 200 | 473 200 | 469 627 | 469 627 | 103 340 CHF | 108 036 CHF | 99,64% | 99,64% |
08/11/2024 | 4,49% | 0,22 CHF | 0,23 CHF | 452 900 | 452 900 | 451 437 | 451 437 | 98 281 CHF | 102 796 CHF | 98,70% | 98,70% |
07/11/2024 | 4,23% | 0,23 CHF | 0,24 CHF | 452 000 | 452 000 | 452 000 | 452 000 | 104 740 CHF | 109 260 CHF | 100,00% | 100,00% |