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 | 4,92% | 0,21 CHF | 0,22 CHF | 947 500 | 947 500 | 346 144 | 346 144 | 70 699 CHF | 74 168 CHF | 99,83% | 99,83% |
19/11/2024 | 4,79% | 0,21 CHF | 0,22 CHF | 948 100 | 948 100 | 347 299 | 347 299 | 72 557 CHF | 76 036 CHF | 100,00% | 100,00% |
18/11/2024 | 4,65% | 0,21 CHF | 0,22 CHF | 882 600 | 882 600 | 327 540 | 327 540 | 70 268 CHF | 73 549 CHF | 99,91% | 99,91% |
15/11/2024 | 4,93% | 0,22 CHF | 0,23 CHF | 1 024 900 | 1 024 900 | 369 164 | 369 164 | 75 968 CHF | 79 668 CHF | 99,47% | 99,47% |
14/11/2024 | 5,52% | 0,19 CHF | 0,20 CHF | 1 015 300 | 1 015 300 | 365 245 | 365 245 | 65 637 CHF | 69 296 CHF | 100,00% | 100,00% |
13/11/2024 | 5,95% | 0,19 CHF | 0,20 CHF | 1 228 300 | 1 228 300 | 443 145 | 443 145 | 75 600 CHF | 80 039 CHF | 100,00% | 100,00% |
12/11/2024 | 6,60% | 0,17 CHF | 0,18 CHF | 1 479 600 | 1 479 600 | 516 820 | 516 820 | 81 509 CHF | 86 687 CHF | 99,47% | 99,47% |
11/11/2024 | 7,73% | 0,14 CHF | 0,15 CHF | 1 621 500 | 1 621 500 | 587 337 | 587 337 | 77 580 CHF | 83 463 CHF | 99,89% | 99,89% |
08/11/2024 | 8,25% | 0,12 CHF | 0,13 CHF | 1 666 100 | 1 666 100 | 610 010 | 610 010 | 72 635 CHF | 78 746 CHF | 100,00% | 100,00% |
07/11/2024 | 8,42% | 0,12 CHF | 0,13 CHF | 1 551 000 | 1 551 000 | 573 866 | 573 866 | 66 773 CHF | 72 534 CHF | 99,76% | 99,76% |