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 | 7,08% | 0,13 CHF | 0,14 CHF | 593 500 | 593 500 | 589 794 | 589 794 | 80 444 CHF | 86 342 CHF | 99,44% | 99,44% |
19/11/2024 | 7,32% | 0,13 CHF | 0,14 CHF | 579 200 | 579 200 | 578 953 | 578 953 | 76 327 CHF | 82 117 CHF | 100,00% | 100,00% |
18/11/2024 | 7,38% | 0,14 CHF | 0,14 CHF | 606 000 | 606 000 | 605 984 | 605 984 | 79 093 CHF | 85 153 CHF | 99,88% | 99,88% |
15/11/2024 | 7,64% | 0,13 CHF | 0,14 CHF | 626 700 | 626 700 | 630 472 | 630 472 | 79 350 CHF | 85 655 CHF | 100,00% | 100,00% |
14/11/2024 | 8,22% | 0,13 CHF | 0,14 CHF | 684 200 | 684 200 | 687 868 | 687 868 | 80 273 CHF | 87 151 CHF | 98,57% | 98,57% |
13/11/2024 | 8,78% | 0,11 CHF | 0,12 CHF | 738 300 | 738 300 | 741 605 | 741 605 | 80 832 CHF | 88 248 CHF | 100,00% | 100,00% |
12/11/2024 | 8,76% | 0,10 CHF | 0,11 CHF | 661 000 | 661 000 | 653 038 | 653 038 | 71 338 CHF | 77 868 CHF | 99,88% | 99,88% |
11/11/2024 | 8,03% | 0,12 CHF | 0,13 CHF | 703 700 | 703 700 | 707 634 | 707 634 | 84 567 CHF | 91 643 CHF | 100,00% | 100,00% |
08/11/2024 | 8,80% | 0,11 CHF | 0,12 CHF | 665 400 | 665 400 | 664 824 | 664 824 | 72 285 CHF | 78 933 CHF | 98,30% | 98,30% |
07/11/2024 | 7,98% | 0,12 CHF | 0,13 CHF | 671 900 | 671 900 | 669 253 | 669 253 | 80 531 CHF | 87 224 CHF | 100,00% | 100,00% |