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 | 6,40% | 0,08 CHF | 0,08 CHF | 695 000 | 695 000 | 694 467 | 694 467 | 52 592 CHF | 56 064 CHF | 99,45% | 99,45% |
19/11/2024 | 6,33% | 0,08 CHF | 0,09 CHF | 694 300 | 694 300 | 736 269 | 736 269 | 56 306 CHF | 59 987 CHF | 98,77% | 98,77% |
18/11/2024 | 6,79% | 0,08 CHF | 0,09 CHF | 748 700 | 748 700 | 809 287 | 809 287 | 57 581 CHF | 61 628 CHF | 98,78% | 98,78% |
15/11/2024 | 7,40% | 0,07 CHF | 0,07 CHF | 828 400 | 828 400 | 874 411 | 874 411 | 56 903 CHF | 61 275 CHF | 100,00% | 100,00% |
14/11/2024 | 8,01% | 0,06 CHF | 0,07 CHF | 889 000 | 889 000 | 815 883 | 815 883 | 48 922 CHF | 53 001 CHF | 100,00% | 100,00% |
13/11/2024 | 7,45% | 0,06 CHF | 0,07 CHF | 794 800 | 794 800 | 753 833 | 753 833 | 48 719 CHF | 52 488 CHF | 100,00% | 100,00% |
12/11/2024 | 6,99% | 0,07 CHF | 0,07 CHF | 741 200 | 741 200 | 672 193 | 672 193 | 46 433 CHF | 49 794 CHF | 99,82% | 99,82% |
11/11/2024 | 5,70% | 0,08 CHF | 0,08 CHF | 653 700 | 653 700 | 602 170 | 602 170 | 51 333 CHF | 54 344 CHF | 99,74% | 99,74% |
08/11/2024 | 5,40% | 0,09 CHF | 0,09 CHF | 585 700 | 585 700 | 582 018 | 582 018 | 52 557 CHF | 55 467 CHF | 100,00% | 100,00% |
07/11/2024 | 5,32% | 0,10 CHF | 0,11 CHF | 580 900 | 580 900 | 627 610 | 627 610 | 57 441 CHF | 60 579 CHF | 99,96% | 99,96% |