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 | 10,18% | 0,09 CHF | 0,10 CHF | 819 300 | 819 300 | 802 858 | 802 858 | 74 858 CHF | 82 886 CHF | 100,00% | 100,00% |
19/11/2024 | 10,43% | 0,09 CHF | 0,10 CHF | 755 800 | 755 800 | 756 874 | 756 874 | 68 801 CHF | 76 370 CHF | 100,00% | 100,00% |
18/11/2024 | 9,09% | 0,10 CHF | 0,11 CHF | 729 900 | 729 900 | 720 327 | 720 327 | 75 718 CHF | 82 921 CHF | 100,00% | 100,00% |
15/11/2024 | 9,19% | 0,11 CHF | 0,12 CHF | 790 700 | 790 700 | 780 679 | 780 679 | 81 034 CHF | 88 840 CHF | 99,49% | 99,49% |
14/11/2024 | 10,61% | 0,09 CHF | 0,10 CHF | 850 100 | 850 100 | 860 184 | 860 184 | 76 762 CHF | 85 364 CHF | 99,35% | 99,35% |
13/11/2024 | 11,24% | 0,09 CHF | 0,10 CHF | 883 400 | 883 400 | 890 760 | 890 760 | 74 861 CHF | 83 769 CHF | 100,00% | 100,00% |
12/11/2024 | 10,52% | 0,09 CHF | 0,10 CHF | 780 700 | 780 700 | 756 810 | 756 810 | 68 214 CHF | 75 782 CHF | 100,00% | 100,00% |
11/11/2024 | 10,00% | 0,10 CHF | 0,11 CHF | 949 000 | 949 000 | 967 168 | 967 168 | 92 093 CHF | 101 765 CHF | 99,38% | 99,38% |
08/11/2024 | 13,26% | 0,07 CHF | 0,08 CHF | 998 300 | 998 300 | 986 799 | 986 799 | 69 503 CHF | 79 371 CHF | 100,00% | 100,00% |
07/11/2024 | 11,98% | 0,08 CHF | 0,09 CHF | 1 063 300 | 1 063 300 | 1 061 240 | 1 061 240 | 83 366 CHF | 93 979 CHF | 99,43% | 99,43% |