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 | 5,77% | 0,17 CHF | 0,18 CHF | 149 300 | 149 300 | 147 521 | 147 521 | 24 841 CHF | 26 316 CHF | 100,00% | 100,00% |
19/11/2024 | 5,81% | 0,17 CHF | 0,18 CHF | 139 100 | 139 100 | 141 543 | 141 543 | 23 648 CHF | 25 063 CHF | 100,00% | 100,00% |
18/11/2024 | 5,36% | 0,18 CHF | 0,19 CHF | 138 400 | 138 400 | 138 098 | 138 098 | 25 099 CHF | 26 480 CHF | 100,00% | 100,00% |
15/11/2024 | 5,26% | 0,19 CHF | 0,20 CHF | 140 800 | 140 800 | 138 433 | 138 433 | 25 649 CHF | 27 033 CHF | 100,00% | 100,00% |
14/11/2024 | 5,58% | 0,18 CHF | 0,19 CHF | 143 900 | 143 900 | 144 370 | 144 370 | 25 173 CHF | 26 617 CHF | 100,00% | 100,00% |
13/11/2024 | 5,50% | 0,18 CHF | 0,19 CHF | 135 200 | 135 200 | 135 200 | 135 200 | 23 908 CHF | 25 260 CHF | 100,00% | 100,00% |
12/11/2024 | 5,21% | 0,18 CHF | 0,19 CHF | 121 400 | 121 400 | 119 450 | 119 450 | 22 353 CHF | 23 547 CHF | 99,86% | 99,86% |
11/11/2024 | 4,33% | 0,23 CHF | 0,24 CHF | 118 000 | 118 000 | 117 951 | 117 951 | 26 686 CHF | 27 865 CHF | 99,69% | 99,69% |
08/11/2024 | 4,40% | 0,22 CHF | 0,23 CHF | 107 800 | 107 800 | 107 779 | 107 779 | 23 960 CHF | 25 038 CHF | 100,00% | 100,00% |
07/11/2024 | 3,94% | 0,25 CHF | 0,26 CHF | 107 300 | 107 300 | 106 858 | 106 858 | 26 603 CHF | 27 672 CHF | 99,44% | 99,44% |