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 | 17,27% | 0,06 CHF | 0,07 CHF | 762 600 | 762 600 | 761 330 | 761 330 | 40 361 CHF | 47 974 CHF | 100,00% | 100,00% |
19/11/2024 | 18,38% | 0,05 CHF | 0,06 CHF | 908 700 | 908 700 | 908 684 | 908 684 | 44 963 CHF | 54 050 CHF | 100,00% | 100,00% |
18/11/2024 | 22,78% | 0,04 CHF | 0,05 CHF | 903 700 | 903 700 | 896 824 | 896 824 | 34 979 CHF | 43 948 CHF | 100,00% | 100,00% |
15/11/2024 | 21,28% | 0,04 CHF | 0,05 CHF | 721 900 | 721 900 | 725 954 | 725 954 | 30 609 CHF | 37 869 CHF | 100,00% | 100,00% |
14/11/2024 | 17,61% | 0,05 CHF | 0,06 CHF | 572 200 | 572 200 | 579 590 | 579 590 | 30 283 CHF | 36 079 CHF | 100,00% | 100,00% |
13/11/2024 | 14,73% | 0,06 CHF | 0,07 CHF | 559 700 | 559 700 | 563 481 | 563 481 | 35 503 CHF | 41 138 CHF | 100,00% | 100,00% |
12/11/2024 | 14,24% | 0,07 CHF | 0,08 CHF | 728 700 | 728 700 | 723 451 | 723 451 | 47 228 CHF | 54 463 CHF | 99,86% | 99,86% |
11/11/2024 | 17,64% | 0,05 CHF | 0,06 CHF | 646 000 | 646 000 | 646 026 | 646 026 | 33 473 CHF | 39 933 CHF | 99,68% | 99,68% |
08/11/2024 | 23,12% | 0,06 CHF | 0,07 CHF | 1 146 800 | 1 146 800 | 917 783 | 917 783 | 48 081 CHF | 59 346 CHF | 100,00% | 100,00% |
07/11/2024 | 25,82% | 0,04 CHF | 0,05 CHF | 961 800 | 961 800 | 968 495 | 968 495 | 32 935 CHF | 42 620 CHF | 100,00% | 100,00% |