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 | 6,05% | 0,15 CHF | 0,16 CHF | 399 700 | 399 700 | 392 136 | 392 136 | 62 981 CHF | 66 902 CHF | 100,00% | 100,00% |
19/11/2024 | 6,06% | 0,17 CHF | 0,18 CHF | 361 500 | 361 500 | 359 740 | 359 740 | 57 612 CHF | 61 209 CHF | 100,00% | 100,00% |
18/11/2024 | 5,21% | 0,19 CHF | 0,20 CHF | 353 900 | 353 900 | 351 728 | 351 728 | 65 804 CHF | 69 321 CHF | 100,00% | 100,00% |
15/11/2024 | 4,96% | 0,20 CHF | 0,21 CHF | 367 300 | 367 300 | 366 851 | 366 851 | 72 099 CHF | 75 767 CHF | 100,00% | 100,00% |
14/11/2024 | 5,73% | 0,18 CHF | 0,19 CHF | 418 600 | 418 600 | 419 946 | 419 946 | 71 293 CHF | 75 492 CHF | 99,35% | 99,35% |
13/11/2024 | 5,89% | 0,14 CHF | 0,16 CHF | 355 400 | 355 400 | 347 819 | 347 819 | 57 774 CHF | 61 252 CHF | 100,00% | 100,00% |
12/11/2024 | 4,76% | 0,19 CHF | 0,20 CHF | 326 500 | 326 500 | 321 412 | 321 412 | 65 941 CHF | 69 155 CHF | 100,00% | 100,00% |
11/11/2024 | 4,70% | 0,22 CHF | 0,23 CHF | 331 300 | 331 300 | 330 698 | 330 698 | 68 826 CHF | 72 133 CHF | 99,93% | 99,93% |
08/11/2024 | 4,85% | 0,19 CHF | 0,20 CHF | 290 400 | 290 400 | 285 947 | 285 947 | 57 657 CHF | 60 516 CHF | 100,00% | 100,00% |
07/11/2024 | 3,75% | 0,26 CHF | 0,27 CHF | 309 600 | 309 600 | 308 621 | 308 621 | 80 778 CHF | 83 864 CHF | 100,00% | 100,00% |