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 | 17,77% | 0,05 CHF | 0,06 CHF | 487 400 | 487 400 | 488 009 | 488 009 | 25 067 CHF | 29 947 CHF | 100,00% | 100,00% |
19/11/2024 | 18,82% | 0,05 CHF | 0,06 CHF | 496 200 | 496 200 | 509 139 | 509 139 | 24 559 CHF | 29 650 CHF | 99,84% | 99,84% |
18/11/2024 | 18,18% | 0,05 CHF | 0,06 CHF | 499 200 | 499 200 | 507 405 | 507 405 | 25 370 CHF | 30 444 CHF | 100,00% | 100,00% |
15/11/2024 | 18,35% | 0,05 CHF | 0,06 CHF | 511 500 | 511 500 | 520 580 | 520 580 | 25 786 CHF | 30 992 CHF | 100,00% | 100,00% |
14/11/2024 | 19,87% | 0,05 CHF | 0,06 CHF | 564 000 | 564 000 | 564 971 | 564 971 | 25 626 CHF | 31 275 CHF | 100,00% | 100,00% |
13/11/2024 | 20,72% | 0,05 CHF | 0,06 CHF | 557 200 | 557 200 | 566 011 | 566 011 | 24 531 CHF | 30 191 CHF | 100,00% | 100,00% |
12/11/2024 | 20,00% | 0,05 CHF | 0,06 CHF | 522 100 | 522 100 | 522 173 | 522 173 | 23 496 CHF | 28 718 CHF | 99,86% | 99,86% |
11/11/2024 | 17,94% | 0,05 CHF | 0,06 CHF | 527 100 | 527 100 | 513 207 | 513 207 | 26 074 CHF | 31 206 CHF | 100,00% | 100,00% |
08/11/2024 | 21,39% | 0,05 CHF | 0,06 CHF | 494 500 | 494 500 | 506 271 | 506 271 | 21 188 CHF | 26 251 CHF | 98,89% | 98,89% |
07/11/2024 | 18,18% | 0,05 CHF | 0,06 CHF | 500 100 | 500 100 | 515 505 | 515 505 | 25 780 CHF | 30 935 CHF | 100,00% | 100,00% |