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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 9,18% | 0,10 CHF | 0,11 CHF | 923 200 | 923 200 | 929 721 | 929 721 | 96 677 CHF | 105 974 CHF | 100,00% | 100,00% |
20/11/2024 | 9,27% | 0,11 CHF | 0,12 CHF | 955 900 | 955 900 | 939 150 | 939 150 | 96 627 CHF | 106 018 CHF | 100,00% | 100,00% |
19/11/2024 | 8,98% | 0,11 CHF | 0,12 CHF | 1 049 800 | 1 049 800 | 1 041 620 | 1 041 620 | 110 871 CHF | 121 287 CHF | 100,00% | 100,00% |
18/11/2024 | 9,52% | 0,10 CHF | 0,11 CHF | 1 003 000 | 1 003 000 | 1 002 820 | 1 002 820 | 100 318 CHF | 110 346 CHF | 100,00% | 100,00% |
15/11/2024 | 9,54% | 0,10 CHF | 0,11 CHF | 987 100 | 987 100 | 979 024 | 979 024 | 97 741 CHF | 107 531 CHF | 100,00% | 100,00% |
14/11/2024 | 9,20% | 0,10 CHF | 0,11 CHF | 899 600 | 899 600 | 905 882 | 905 882 | 94 058 CHF | 103 117 CHF | 100,00% | 100,00% |
13/11/2024 | 8,73% | 0,11 CHF | 0,12 CHF | 911 700 | 911 700 | 905 500 | 905 500 | 99 196 CHF | 108 251 CHF | 100,00% | 100,00% |
12/11/2024 | 9,14% | 0,12 CHF | 0,13 CHF | 1 127 800 | 1 127 800 | 1 104 530 | 1 104 530 | 115 518 CHF | 126 563 CHF | 99,85% | 99,85% |
11/11/2024 | 10,45% | 0,10 CHF | 0,11 CHF | 1 059 000 | 1 059 000 | 1 057 800 | 1 057 800 | 96 006 CHF | 106 584 CHF | 99,68% | 99,68% |
08/11/2024 | 10,14% | 0,10 CHF | 0,11 CHF | 1 241 700 | 1 241 700 | 1 238 790 | 1 238 790 | 116 011 CHF | 128 399 CHF | 99,17% | 99,17% |