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 | 5,81% | 0,18 CHF | 0,19 CHF | 592 000 | 592 000 | 592 000 | 592 000 | 98 953 CHF | 104 873 CHF | 100,00% | 100,00% |
19/11/2024 | 5,71% | 0,17 CHF | 0,18 CHF | 655 900 | 655 900 | 655 900 | 655 900 | 111 621 CHF | 118 180 CHF | 99,85% | 99,85% |
18/11/2024 | 6,29% | 0,16 CHF | 0,17 CHF | 709 600 | 709 600 | 702 693 | 702 693 | 108 243 CHF | 115 270 CHF | 100,00% | 100,00% |
15/11/2024 | 6,81% | 0,14 CHF | 0,16 CHF | 826 000 | 826 000 | 827 661 | 827 661 | 117 622 CHF | 125 899 CHF | 100,00% | 100,00% |
14/11/2024 | 7,81% | 0,12 CHF | 0,13 CHF | 868 700 | 868 700 | 868 700 | 868 700 | 106 876 CHF | 115 563 CHF | 100,00% | 100,00% |
13/11/2024 | 8,51% | 0,12 CHF | 0,13 CHF | 851 000 | 851 000 | 834 716 | 834 716 | 94 158 CHF | 102 505 CHF | 100,00% | 100,00% |
12/11/2024 | 8,30% | 0,12 CHF | 0,13 CHF | 938 600 | 938 600 | 923 509 | 923 509 | 106 644 CHF | 115 879 CHF | 99,88% | 99,88% |
11/11/2024 | 9,08% | 0,11 CHF | 0,12 CHF | 832 800 | 832 800 | 832 800 | 832 800 | 87 520 CHF | 95 848 CHF | 100,00% | 100,00% |
08/11/2024 | 8,47% | 0,12 CHF | 0,13 CHF | 942 200 | 942 200 | 922 712 | 922 712 | 104 407 CHF | 113 634 CHF | 98,90% | 98,90% |
07/11/2024 | 9,04% | 0,11 CHF | 0,12 CHF | 860 600 | 860 600 | 860 600 | 860 600 | 91 025 CHF | 99 631 CHF | 100,00% | 100,00% |