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 | 12,29% | 0,07 CHF | 0,08 CHF | 118 500 | 118 500 | 776 650 | 776 650 | 59 606 CHF | 67 372 CHF | 98,90% | 98,90% |
19/11/2024 | 9,22% | 0,09 CHF | 0,10 CHF | 92 800 | 92 800 | 617 946 | 617 946 | 64 713 CHF | 70 892 CHF | 98,75% | 98,75% |
18/11/2024 | 8,98% | 0,11 CHF | 0,12 CHF | 102 000 | 102 000 | 650 911 | 650 911 | 69 259 CHF | 75 768 CHF | 98,94% | 98,94% |
15/11/2024 | 10,25% | 0,10 CHF | 0,11 CHF | 151 400 | 151 400 | 962 520 | 962 520 | 89 230 CHF | 98 855 CHF | 98,94% | 98,94% |
14/11/2024 | 13,85% | 0,07 CHF | 0,08 CHF | 151 500 | 151 500 | 983 286 | 983 286 | 66 084 CHF | 75 917 CHF | 98,85% | 98,85% |
13/11/2024 | 13,05% | 0,07 CHF | 0,08 CHF | 138 800 | 138 800 | 900 639 | 900 639 | 64 845 CHF | 73 852 CHF | 98,87% | 98,87% |
12/11/2024 | 13,26% | 0,08 CHF | 0,09 CHF | 180 500 | 180 500 | 1 172 560 | 1 172 560 | 82 622 CHF | 94 348 CHF | 98,77% | 98,77% |
11/11/2024 | 14,22% | 0,06 CHF | 0,07 CHF | 119 300 | 119 300 | 774 179 | 774 179 | 51 065 CHF | 58 807 CHF | 98,90% | 98,90% |
08/11/2024 | 11,00% | 0,08 CHF | 0,09 CHF | 98 700 | 98 700 | 646 518 | 646 518 | 55 937 CHF | 62 402 CHF | 97,82% | 97,82% |
07/11/2024 | 9,79% | 0,10 CHF | 0,11 CHF | 124 700 | 124 700 | 806 227 | 806 227 | 78 828 CHF | 86 890 CHF | 98,90% | 98,90% |