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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 5,34% | 0,18 CHF | 0,19 CHF | 206 900 | 206 900 | 91 549 | 91 549 | 16 630 CHF | 17 551 CHF | 99,83% | 99,83% |
22/11/2024 | 5,09% | 0,20 CHF | 0,21 CHF | 198 400 | 198 400 | 89 271 | 89 271 | 17 196 CHF | 18 090 CHF | 99,57% | 99,57% |
20/11/2024 | 5,46% | 0,18 CHF | 0,19 CHF | 204 200 | 204 200 | 90 118 | 90 118 | 16 217 CHF | 17 123 CHF | 99,32% | 99,32% |
19/11/2024 | 5,80% | 0,18 CHF | 0,19 CHF | 216 100 | 216 100 | 95 804 | 95 804 | 16 759 CHF | 17 727 CHF | 99,98% | 99,98% |
18/11/2024 | 7,08% | 0,16 CHF | 0,17 CHF | 269 200 | 269 200 | 114 065 | 114 065 | 16 512 CHF | 17 655 CHF | 99,74% | 99,74% |
15/11/2024 | 7,87% | 0,13 CHF | 0,14 CHF | 289 000 | 289 000 | 130 519 | 130 519 | 16 129 CHF | 17 437 CHF | 99,90% | 99,90% |
14/11/2024 | 6,92% | 0,14 CHF | 0,14 CHF | 264 000 | 264 000 | 116 698 | 116 698 | 16 206 CHF | 17 376 CHF | 98,58% | 98,58% |
13/11/2024 | 6,60% | 0,17 CHF | 0,18 CHF | 238 100 | 238 100 | 108 283 | 108 283 | 16 941 CHF | 18 029 CHF | 100,00% | 100,00% |
12/11/2024 | 7,86% | 0,14 CHF | 0,16 CHF | 282 300 | 282 300 | 126 675 | 126 675 | 16 938 CHF | 18 215 CHF | 99,06% | 99,06% |
11/11/2024 | 10,00% | 0,13 CHF | 0,14 CHF | 392 200 | 392 200 | 181 318 | 181 318 | 19 081 CHF | 20 902 CHF | 99,90% | 99,90% |