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 | 5,89% | 0,15 CHF | 0,16 CHF | 1 281 000 | 1 281 000 | 567 661 | 567 661 | 92 446 CHF | 98 141 CHF | 99,90% | 99,90% |
19/11/2024 | 6,41% | 0,17 CHF | 0,18 CHF | 1 407 300 | 1 407 300 | 631 091 | 631 091 | 97 445 CHF | 103 768 CHF | 100,00% | 100,00% |
18/11/2024 | 5,75% | 0,17 CHF | 0,18 CHF | 1 342 400 | 1 342 400 | 597 855 | 597 855 | 102 648 CHF | 108 638 CHF | 99,90% | 99,90% |
15/11/2024 | 4,45% | 0,18 CHF | 0,19 CHF | 929 600 | 929 600 | 400 979 | 400 979 | 86 400 CHF | 90 441 CHF | 99,69% | 99,69% |
14/11/2024 | 3,49% | 0,26 CHF | 0,27 CHF | 817 400 | 817 400 | 354 813 | 354 813 | 99 656 CHF | 103 210 CHF | 100,00% | 100,00% |
13/11/2024 | 4,21% | 0,27 CHF | 0,28 CHF | 955 200 | 955 200 | 429 441 | 429 441 | 104 430 CHF | 108 733 CHF | 100,00% | 100,00% |
12/11/2024 | 4,61% | 0,21 CHF | 0,22 CHF | 1 046 000 | 1 046 000 | 466 673 | 466 673 | 100 825 CHF | 105 500 CHF | 100,00% | 100,00% |
11/11/2024 | 4,30% | 0,22 CHF | 0,23 CHF | 995 200 | 995 200 | 441 385 | 441 385 | 100 441 CHF | 104 863 CHF | 100,00% | 100,00% |
08/11/2024 | 4,19% | 0,24 CHF | 0,25 CHF | 931 600 | 931 600 | 415 760 | 415 760 | 98 264 CHF | 102 429 CHF | 100,00% | 100,00% |
07/11/2024 | 4,51% | 0,25 CHF | 0,26 CHF | 1 022 500 | 1 022 500 | 456 584 | 456 584 | 106 118 CHF | 110 696 CHF | 99,33% | 99,33% |