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 | 8,41% | 0,11 CHF | 0,12 CHF | 673 400 | 673 400 | 661 720 | 661 720 | 75 427 CHF | 82 045 CHF | 100,00% | 100,00% |
19/11/2024 | 8,44% | 0,11 CHF | 0,12 CHF | 648 700 | 648 700 | 639 195 | 639 195 | 72 547 CHF | 78 939 CHF | 100,00% | 100,00% |
18/11/2024 | 8,42% | 0,12 CHF | 0,13 CHF | 648 400 | 648 400 | 655 511 | 655 511 | 74 621 CHF | 81 176 CHF | 100,00% | 100,00% |
15/11/2024 | 8,14% | 0,12 CHF | 0,13 CHF | 624 100 | 624 100 | 624 100 | 624 100 | 73 557 CHF | 79 798 CHF | 100,00% | 100,00% |
14/11/2024 | 7,96% | 0,12 CHF | 0,13 CHF | 678 000 | 678 000 | 676 095 | 676 095 | 81 594 CHF | 88 355 CHF | 99,35% | 99,35% |
13/11/2024 | 8,86% | 0,11 CHF | 0,12 CHF | 687 000 | 687 000 | 687 000 | 687 000 | 74 112 CHF | 80 982 CHF | 100,00% | 100,00% |
12/11/2024 | 8,56% | 0,11 CHF | 0,12 CHF | 647 600 | 647 600 | 646 396 | 646 396 | 72 313 CHF | 78 777 CHF | 100,00% | 100,00% |
11/11/2024 | 7,99% | 0,12 CHF | 0,13 CHF | 633 200 | 633 200 | 633 200 | 633 200 | 76 058 CHF | 82 390 CHF | 99,93% | 99,93% |
08/11/2024 | 7,79% | 0,12 CHF | 0,13 CHF | 596 500 | 596 500 | 594 024 | 594 024 | 73 323 CHF | 79 263 CHF | 100,00% | 100,00% |
07/11/2024 | 7,34% | 0,13 CHF | 0,14 CHF | 642 700 | 642 700 | 644 384 | 644 384 | 84 578 CHF | 91 022 CHF | 100,00% | 100,00% |