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 | 6,29% | 0,19 CHF | 0,20 CHF | 374 800 | 374 800 | 124 054 | 124 054 | 21 916 CHF | 23 180 CHF | 99,89% | 99,89% |
19/11/2024 | 12,34% | 0,17 CHF | 0,18 CHF | 325 200 | 325 200 | 94 129 | 94 129 | 15 843 CHF | 17 142 CHF | 100,00% | 100,00% |
18/11/2024 | 10,38% | 0,19 CHF | 0,20 CHF | 306 200 | 306 200 | 93 337 | 93 337 | 16 992 CHF | 17 975 CHF | 88,25% | 99,60% |
15/11/2024 | 5,16% | 0,20 CHF | 0,21 CHF | 302 600 | 302 600 | 104 810 | 104 810 | 20 477 CHF | 21 528 CHF | 98,94% | 98,94% |
14/11/2024 | 4,26% | 0,22 CHF | 0,23 CHF | 253 500 | 253 500 | 87 176 | 87 176 | 19 859 CHF | 20 732 CHF | 100,00% | 100,00% |
13/11/2024 | 3,87% | 0,25 CHF | 0,26 CHF | 224 400 | 224 400 | 77 155 | 77 155 | 19 511 CHF | 20 283 CHF | 100,00% | 100,00% |
12/11/2024 | 5,58% | 0,28 CHF | 0,29 CHF | 194 500 | 194 500 | 61 986 | 61 986 | 17 676 CHF | 18 341 CHF | 96,78% | 99,91% |
11/11/2024 | 3,47% | 0,31 CHF | 0,32 CHF | 214 400 | 214 400 | 74 137 | 74 137 | 22 313 CHF | 23 055 CHF | 99,89% | 99,89% |
08/11/2024 | 4,08% | 0,27 CHF | 0,28 CHF | 242 700 | 242 700 | 85 063 | 85 063 | 21 885 CHF | 22 736 CHF | 100,00% | 100,00% |
07/11/2024 | 4,52% | 0,23 CHF | 0,24 CHF | 274 200 | 274 200 | 94 779 | 94 779 | 21 258 CHF | 22 207 CHF | 99,90% | 99,90% |