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 | 6,20% | 0,18 CHF | 0,19 CHF | 434 900 | 434 900 | 170 053 | 170 053 | 32 687 CHF | 34 620 CHF | 99,82% | 99,82% |
19/11/2024 | 8,90% | 0,25 CHF | 0,26 CHF | 331 900 | 331 900 | 91 302 | 91 302 | 23 169 CHF | 24 261 CHF | 99,92% | 99,92% |
18/11/2024 | 4,39% | 0,26 CHF | 0,27 CHF | 398 900 | 398 900 | 146 880 | 146 880 | 34 599 CHF | 36 071 CHF | 99,89% | 99,89% |
15/11/2024 | 4,90% | 0,25 CHF | 0,26 CHF | 330 700 | 330 700 | 124 403 | 124 403 | 31 464 CHF | 32 885 CHF | 99,52% | 99,52% |
14/11/2024 | 4,51% | 0,27 CHF | 0,28 CHF | 333 500 | 333 500 | 131 776 | 131 776 | 36 419 CHF | 37 913 CHF | 100,00% | 100,00% |
13/11/2024 | 2,95% | 0,29 CHF | 0,30 CHF | 253 100 | 253 100 | 94 270 | 94 270 | 31 064 CHF | 32 008 CHF | 100,00% | 100,00% |
12/11/2024 | 4,47% | 0,37 CHF | 0,38 CHF | 220 200 | 220 200 | 53 433 | 53 433 | 20 698 CHF | 21 305 CHF | 99,95% | 99,95% |
11/11/2024 | 4,24% | 0,45 CHF | 0,46 CHF | 182 100 | 182 100 | 50 155 | 50 155 | 23 526 CHF | 24 078 CHF | 99,87% | 99,87% |
08/11/2024 | 2,29% | 0,48 CHF | 0,49 CHF | 197 800 | 197 800 | 79 491 | 79 491 | 36 036 CHF | 36 832 CHF | 100,00% | 100,00% |
07/11/2024 | 2,41% | 0,45 CHF | 0,46 CHF | 220 800 | 220 800 | 85 879 | 85 879 | 37 354 CHF | 38 218 CHF | 99,87% | 99,87% |