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 | 4,84% | 0,21 CHF | 0,22 CHF | 134 100 | 134 100 | 132 806 | 132 806 | 26 765 CHF | 28 093 CHF | 100,00% | 100,00% |
19/11/2024 | 5,65% | 0,19 CHF | 0,20 CHF | 176 100 | 176 100 | 181 269 | 181 269 | 31 214 CHF | 33 027 CHF | 100,00% | 100,00% |
18/11/2024 | - | 0,13 CHF | 0,14 CHF | 211 500 | 211 500 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
15/11/2024 | 8,24% | 0,12 CHF | 0,13 CHF | 220 100 | 220 100 | 219 307 | 219 307 | 25 544 CHF | 27 737 CHF | 100,00% | 100,00% |
14/11/2024 | 8,92% | 0,11 CHF | 0,12 CHF | 231 900 | 231 900 | 230 144 | 230 144 | 24 669 CHF | 26 971 CHF | 99,35% | 99,35% |
13/11/2024 | 8,58% | 0,11 CHF | 0,12 CHF | 224 200 | 224 200 | 219 087 | 219 087 | 24 441 CHF | 26 632 CHF | 100,00% | 100,00% |
12/11/2024 | 8,31% | 0,11 CHF | 0,12 CHF | 219 800 | 219 800 | 212 575 | 212 575 | 24 529 CHF | 26 655 CHF | 100,00% | 100,00% |
11/11/2024 | 7,80% | 0,12 CHF | 0,13 CHF | 198 700 | 198 700 | 197 245 | 197 245 | 24 309 CHF | 26 281 CHF | 99,93% | 99,93% |
08/11/2024 | 7,29% | 0,13 CHF | 0,14 CHF | 176 500 | 176 500 | 175 772 | 175 772 | 23 226 CHF | 24 984 CHF | 100,00% | 100,00% |
07/11/2024 | 6,54% | 0,14 CHF | 0,16 CHF | 203 900 | 203 900 | 203 519 | 203 519 | 30 118 CHF | 32 154 CHF | 100,00% | 100,00% |