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 | 9,97% | 0,10 CHF | 0,11 CHF | 1 335 400 | 1 335 400 | 1 339 220 | 1 339 220 | 127 706 CHF | 141 098 CHF | 100,00% | 100,00% |
19/11/2024 | 10,50% | 0,10 CHF | 0,11 CHF | 1 394 900 | 1 394 900 | 1 408 140 | 1 408 140 | 127 132 CHF | 141 213 CHF | 99,86% | 99,86% |
18/11/2024 | 10,47% | 0,09 CHF | 0,10 CHF | 1 370 300 | 1 370 300 | 1 368 930 | 1 368 930 | 124 041 CHF | 137 730 CHF | 100,00% | 100,00% |
15/11/2024 | 8,73% | 0,09 CHF | 0,10 CHF | 987 600 | 987 600 | 958 665 | 958 665 | 105 481 CHF | 115 067 CHF | 100,00% | 100,00% |
14/11/2024 | 7,11% | 0,14 CHF | 0,14 CHF | 920 200 | 920 200 | 918 329 | 918 329 | 124 498 CHF | 133 681 CHF | 100,00% | 100,00% |
13/11/2024 | 7,33% | 0,14 CHF | 0,14 CHF | 916 100 | 916 100 | 920 885 | 920 885 | 121 146 CHF | 130 355 CHF | 100,00% | 100,00% |
12/11/2024 | 7,02% | 0,14 CHF | 0,15 CHF | 933 000 | 933 000 | 937 928 | 937 928 | 128 949 CHF | 138 328 CHF | 99,89% | 99,89% |
11/11/2024 | 7,18% | 0,14 CHF | 0,14 CHF | 963 500 | 963 500 | 964 329 | 964 329 | 129 491 CHF | 139 135 CHF | 100,00% | 100,00% |
08/11/2024 | 7,60% | 0,13 CHF | 0,14 CHF | 981 500 | 981 500 | 985 611 | 985 611 | 124 852 CHF | 134 708 CHF | 98,91% | 98,91% |
07/11/2024 | 7,79% | 0,13 CHF | 0,14 CHF | 1 038 400 | 1 038 400 | 1 048 610 | 1 048 610 | 129 443 CHF | 139 929 CHF | 100,00% | 100,00% |