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 | 5,71% | 0,18 CHF | 0,19 CHF | 834 100 | 834 100 | 834 100 | 834 100 | 141 942 CHF | 150 283 CHF | 100,00% | 100,00% |
19/11/2024 | 5,38% | 0,18 CHF | 0,19 CHF | 857 100 | 857 100 | 857 100 | 857 100 | 155 110 CHF | 163 681 CHF | 100,00% | 100,00% |
18/11/2024 | 5,60% | 0,18 CHF | 0,19 CHF | 906 800 | 906 800 | 906 800 | 906 800 | 157 292 CHF | 166 360 CHF | 100,00% | 100,00% |
15/11/2024 | 5,95% | 0,17 CHF | 0,18 CHF | 942 300 | 942 300 | 942 300 | 942 300 | 153 718 CHF | 163 141 CHF | 100,00% | 100,00% |
14/11/2024 | 6,03% | 0,16 CHF | 0,17 CHF | 892 600 | 892 600 | 892 600 | 892 600 | 143 548 CHF | 152 474 CHF | 100,00% | 100,00% |
13/11/2024 | 5,70% | 0,17 CHF | 0,18 CHF | 873 800 | 873 800 | 873 800 | 873 800 | 148 848 CHF | 157 586 CHF | 100,00% | 100,00% |
12/11/2024 | 6,00% | 0,17 CHF | 0,18 CHF | 976 300 | 976 300 | 976 300 | 976 300 | 157 926 CHF | 167 689 CHF | 99,85% | 99,85% |
11/11/2024 | 6,25% | 0,16 CHF | 0,17 CHF | 912 800 | 912 800 | 912 800 | 912 800 | 141 383 CHF | 150 511 CHF | 99,70% | 99,70% |
08/11/2024 | 5,88% | 0,17 CHF | 0,18 CHF | 925 600 | 925 600 | 925 600 | 925 600 | 152 802 CHF | 162 058 CHF | 98,80% | 98,80% |
07/11/2024 | 5,98% | 0,16 CHF | 0,17 CHF | 931 200 | 931 200 | 931 200 | 931 200 | 151 125 CHF | 160 437 CHF | 100,00% | 100,00% |