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 | 17,20% | 0,05 CHF | 0,06 CHF | 719 100 | 719 100 | 704 754 | 704 754 | 37 522 CHF | 44 570 CHF | 100,00% | 100,00% |
19/11/2024 | 17,89% | 0,05 CHF | 0,06 CHF | 607 300 | 607 300 | 608 123 | 608 123 | 31 004 CHF | 37 085 CHF | 100,00% | 100,00% |
18/11/2024 | 13,69% | 0,07 CHF | 0,08 CHF | 574 300 | 574 300 | 566 791 | 566 791 | 38 634 CHF | 44 302 CHF | 100,00% | 100,00% |
15/11/2024 | 13,98% | 0,07 CHF | 0,08 CHF | 686 000 | 686 000 | 677 284 | 677 284 | 45 127 CHF | 51 900 CHF | 99,49% | 99,49% |
14/11/2024 | 18,45% | 0,06 CHF | 0,07 CHF | 788 300 | 788 300 | 797 640 | 797 640 | 39 294 CHF | 47 271 CHF | 99,35% | 99,35% |
13/11/2024 | 20,43% | 0,05 CHF | 0,06 CHF | 840 200 | 840 200 | 847 144 | 847 144 | 37 298 CHF | 45 770 CHF | 100,00% | 100,00% |
12/11/2024 | 17,27% | 0,05 CHF | 0,06 CHF | 591 100 | 591 100 | 573 043 | 573 043 | 30 448 CHF | 36 179 CHF | 100,00% | 100,00% |
11/11/2024 | 15,34% | 0,07 CHF | 0,08 CHF | 932 300 | 932 300 | 950 109 | 950 109 | 57 549 CHF | 67 050 CHF | 99,38% | 99,38% |
08/11/2024 | 24,70% | 0,04 CHF | 0,05 CHF | 899 200 | 899 200 | 888 829 | 888 829 | 31 583 CHF | 40 471 CHF | 100,00% | 100,00% |
07/11/2024 | 20,45% | 0,05 CHF | 0,06 CHF | 1 077 900 | 1 077 900 | 1 075 810 | 1 075 810 | 47 323 CHF | 58 081 CHF | 99,43% | 99,43% |