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 | 20,22% | 0,04 CHF | 0,05 CHF | 780 100 | 780 100 | 770 445 | 770 445 | 34 329 CHF | 42 033 CHF | 100,00% | 100,00% |
19/11/2024 | 19,10% | 0,05 CHF | 0,06 CHF | 712 400 | 712 400 | 706 671 | 706 671 | 33 540 CHF | 40 607 CHF | 100,00% | 100,00% |
18/11/2024 | 17,99% | 0,06 CHF | 0,07 CHF | 647 000 | 647 000 | 648 754 | 648 754 | 32 857 CHF | 39 345 CHF | 100,00% | 100,00% |
15/11/2024 | 15,79% | 0,06 CHF | 0,07 CHF | 709 900 | 709 900 | 707 288 | 707 288 | 41 326 CHF | 48 399 CHF | 100,00% | 100,00% |
14/11/2024 | 18,85% | 0,05 CHF | 0,06 CHF | 807 700 | 807 700 | 816 122 | 816 122 | 39 346 CHF | 47 507 CHF | 99,35% | 99,35% |
13/11/2024 | 15,21% | 0,04 CHF | 0,05 CHF | 454 700 | 454 700 | 431 205 | 431 205 | 27 923 CHF | 32 235 CHF | 99,46% | 99,46% |
12/11/2024 | 9,69% | 0,09 CHF | 0,10 CHF | 399 100 | 399 100 | 393 200 | 393 200 | 38 641 CHF | 42 573 CHF | 100,00% | 100,00% |
11/11/2024 | 9,36% | 0,11 CHF | 0,12 CHF | 384 800 | 384 800 | 385 276 | 385 276 | 39 274 CHF | 43 127 CHF | 99,93% | 99,93% |
08/11/2024 | 9,42% | 0,10 CHF | 0,11 CHF | 336 600 | 336 600 | 333 736 | 333 736 | 33 843 CHF | 37 180 CHF | 100,00% | 100,00% |
07/11/2024 | 7,45% | 0,13 CHF | 0,14 CHF | 372 500 | 372 500 | 370 220 | 370 220 | 47 866 CHF | 51 568 CHF | 99,43% | 99,43% |