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 | 13,17% | 0,07 CHF | 0,08 CHF | 609 100 | 609 100 | 201 627 | 201 627 | 14 684 CHF | 16 738 CHF | 99,90% | 99,90% |
19/11/2024 | 26,08% | 0,08 CHF | 0,09 CHF | 749 100 | 749 100 | 216 797 | 216 797 | 17 446 CHF | 20 438 CHF | 100,00% | 100,00% |
18/11/2024 | 23,31% | 0,08 CHF | 0,09 CHF | 760 800 | 760 800 | 231 933 | 231 933 | 17 387 CHF | 19 829 CHF | 88,25% | 99,60% |
15/11/2024 | 13,57% | 0,07 CHF | 0,08 CHF | 772 200 | 772 200 | 267 458 | 267 458 | 18 813 CHF | 21 494 CHF | 98,94% | 98,94% |
14/11/2024 | 15,59% | 0,07 CHF | 0,08 CHF | 909 900 | 909 900 | 312 635 | 312 635 | 19 268 CHF | 22 398 CHF | 100,00% | 100,00% |
13/11/2024 | 17,44% | 0,06 CHF | 0,07 CHF | 1 016 000 | 1 016 000 | 349 215 | 349 215 | 18 960 CHF | 22 456 CHF | 100,00% | 100,00% |
12/11/2024 | 27,42% | 0,05 CHF | 0,06 CHF | 1 158 700 | 1 158 700 | 369 282 | 369 282 | 17 608 CHF | 21 391 CHF | 96,78% | 99,91% |
11/11/2024 | 19,02% | 0,05 CHF | 0,06 CHF | 1 004 900 | 1 004 900 | 347 461 | 347 461 | 15 956 CHF | 19 435 CHF | 99,89% | 99,89% |
08/11/2024 | 16,10% | 0,05 CHF | 0,06 CHF | 865 500 | 865 500 | 303 332 | 303 332 | 16 728 CHF | 19 765 CHF | 100,00% | 100,00% |
07/11/2024 | 13,89% | 0,07 CHF | 0,08 CHF | 774 100 | 774 100 | 267 488 | 267 488 | 17 836 CHF | 20 514 CHF | 99,90% | 99,90% |