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 | 8,46% | 0,11 CHF | 0,12 CHF | 644 800 | 644 800 | 636 789 | 636 789 | 72 106 CHF | 78 473 CHF | 100,00% | 100,00% |
19/11/2024 | 8,22% | 0,12 CHF | 0,13 CHF | 616 800 | 616 800 | 611 858 | 611 858 | 71 398 CHF | 77 516 CHF | 100,00% | 100,00% |
18/11/2024 | 7,94% | 0,13 CHF | 0,14 CHF | 585 000 | 585 000 | 586 574 | 586 574 | 70 982 CHF | 76 848 CHF | 100,00% | 100,00% |
15/11/2024 | 7,45% | 0,13 CHF | 0,14 CHF | 605 700 | 605 700 | 603 469 | 603 469 | 78 040 CHF | 84 075 CHF | 100,00% | 100,00% |
14/11/2024 | 8,20% | 0,12 CHF | 0,13 CHF | 645 200 | 645 200 | 651 970 | 651 970 | 76 302 CHF | 82 821 CHF | 99,35% | 99,35% |
13/11/2024 | 7,51% | 0,11 CHF | 0,12 CHF | 540 600 | 540 600 | 512 695 | 512 695 | 66 233 CHF | 71 360 CHF | 99,46% | 99,46% |
12/11/2024 | 6,30% | 0,14 CHF | 0,16 CHF | 489 500 | 489 500 | 482 192 | 482 192 | 74 094 CHF | 78 916 CHF | 100,00% | 100,00% |
11/11/2024 | 6,19% | 0,16 CHF | 0,17 CHF | 475 600 | 475 600 | 476 217 | 476 217 | 74 527 CHF | 79 289 CHF | 99,93% | 99,93% |
08/11/2024 | 6,20% | 0,16 CHF | 0,17 CHF | 453 200 | 453 200 | 449 323 | 449 323 | 70 251 CHF | 74 745 CHF | 100,00% | 100,00% |
07/11/2024 | 5,55% | 0,18 CHF | 0,19 CHF | 465 000 | 465 000 | 462 157 | 462 157 | 80 968 CHF | 85 590 CHF | 99,43% | 99,43% |