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 | 6,99% | 0,13 CHF | 0,14 CHF | 592 300 | 592 300 | 591 108 | 591 108 | 81 735 CHF | 87 646 CHF | 99,45% | 99,45% |
19/11/2024 | 7,90% | 0,13 CHF | 0,14 CHF | 529 600 | 529 600 | 525 468 | 525 468 | 64 262 CHF | 69 517 CHF | 99,41% | 99,41% |
18/11/2024 | 6,57% | 0,15 CHF | 0,16 CHF | 543 300 | 543 300 | 541 057 | 541 057 | 79 725 CHF | 85 135 CHF | 99,88% | 99,88% |
15/11/2024 | 6,86% | 0,14 CHF | 0,15 CHF | 578 900 | 578 900 | 576 513 | 576 513 | 81 213 CHF | 86 978 CHF | 100,00% | 100,00% |
14/11/2024 | 7,54% | 0,14 CHF | 0,14 CHF | 662 000 | 662 000 | 667 350 | 667 350 | 85 249 CHF | 91 923 CHF | 98,50% | 98,50% |
13/11/2024 | 7,90% | 0,11 CHF | 0,12 CHF | 606 700 | 606 700 | 602 705 | 602 705 | 73 583 CHF | 79 610 CHF | 100,00% | 100,00% |
12/11/2024 | 6,83% | 0,13 CHF | 0,14 CHF | 519 200 | 519 200 | 506 024 | 506 024 | 71 685 CHF | 76 745 CHF | 99,88% | 99,88% |
11/11/2024 | 6,83% | 0,16 CHF | 0,17 CHF | 640 800 | 640 800 | 639 981 | 639 981 | 90 627 CHF | 97 027 CHF | 100,00% | 100,00% |
08/11/2024 | 7,87% | 0,12 CHF | 0,13 CHF | 518 900 | 518 900 | 515 173 | 515 173 | 63 169 CHF | 68 321 CHF | 98,51% | 98,51% |
07/11/2024 | 5,65% | 0,16 CHF | 0,17 CHF | 466 000 | 466 000 | 454 647 | 454 647 | 78 304 CHF | 82 850 CHF | 100,00% | 100,00% |