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 | 6,26% | 0,16 CHF | 0,17 CHF | 792 700 | 792 700 | 792 565 | 792 565 | 122 653 CHF | 130 578 CHF | 100,00% | 100,00% |
19/11/2024 | 6,14% | 0,16 CHF | 0,17 CHF | 871 100 | 871 100 | 871 273 | 871 273 | 137 592 CHF | 146 305 CHF | 100,00% | 100,00% |
18/11/2024 | 6,43% | 0,15 CHF | 0,16 CHF | 811 900 | 811 900 | 821 409 | 821 409 | 123 687 CHF | 131 901 CHF | 100,00% | 100,00% |
15/11/2024 | 6,57% | 0,15 CHF | 0,16 CHF | 854 200 | 854 200 | 837 457 | 837 457 | 123 397 CHF | 131 772 CHF | 100,00% | 100,00% |
14/11/2024 | 6,22% | 0,15 CHF | 0,16 CHF | 735 600 | 735 600 | 750 580 | 750 580 | 117 086 CHF | 124 592 CHF | 100,00% | 100,00% |
13/11/2024 | 5,78% | 0,17 CHF | 0,18 CHF | 705 600 | 705 600 | 718 251 | 718 251 | 120 734 CHF | 127 916 CHF | 100,00% | 100,00% |
12/11/2024 | 5,87% | 0,18 CHF | 0,19 CHF | 843 400 | 843 400 | 827 013 | 827 013 | 136 732 CHF | 145 002 CHF | 99,85% | 99,85% |
11/11/2024 | 6,49% | 0,15 CHF | 0,16 CHF | 769 200 | 769 200 | 769 819 | 769 819 | 114 857 CHF | 122 555 CHF | 99,64% | 99,64% |
08/11/2024 | 6,79% | 0,16 CHF | 0,17 CHF | 1 067 100 | 1 067 100 | 1 017 930 | 1 017 930 | 152 872 CHF | 163 320 CHF | 98,70% | 98,70% |
07/11/2024 | 7,67% | 0,13 CHF | 0,14 CHF | 890 100 | 890 100 | 893 147 | 893 147 | 112 142 CHF | 121 073 CHF | 100,00% | 100,00% |