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 | 5,72% | 0,16 CHF | 0,17 CHF | 196 600 | 196 600 | 199 498 | 199 498 | 33 970 CHF | 35 965 CHF | 99,45% | 99,45% |
19/11/2024 | 3,80% | 0,18 CHF | 0,19 CHF | 200 400 | 200 400 | 241 180 | 239 854 | 37 382 CHF | 38 572 CHF | 98,77% | 98,77% |
18/11/2024 | 4,04% | 0,14 CHF | 0,15 CHF | 253 300 | 253 300 | 307 699 | 305 771 | 37 296 CHF | 38 593 CHF | 98,78% | 98,78% |
15/11/2024 | 4,70% | 0,11 CHF | 0,11 CHF | 324 100 | 324 100 | 374 473 | 374 473 | 38 937 CHF | 40 810 CHF | 100,00% | 100,00% |
14/11/2024 | 5,71% | 0,09 CHF | 0,09 CHF | 390 500 | 390 500 | 337 364 | 337 364 | 28 736 CHF | 30 423 CHF | 100,00% | 100,00% |
13/11/2024 | 4,87% | 0,10 CHF | 0,10 CHF | 322 000 | 322 000 | 283 478 | 280 705 | 28 404 CHF | 29 530 CHF | 100,00% | 100,00% |
12/11/2024 | 4,32% | 0,10 CHF | 0,11 CHF | 271 600 | 271 600 | 235 738 | 235 738 | 26 668 CHF | 27 847 CHF | 99,83% | 99,83% |
11/11/2024 | 5,86% | 0,14 CHF | 0,14 CHF | 226 100 | 226 100 | 197 653 | 197 653 | 28 692 CHF | 30 395 CHF | 99,74% | 99,74% |
08/11/2024 | 5,87% | 0,15 CHF | 0,16 CHF | 188 600 | 188 600 | 168 583 | 169 503 | 27 871 CHF | 29 732 CHF | 99,94% | 99,94% |
07/11/2024 | 4,63% | 0,21 CHF | 0,22 CHF | 163 700 | 163 700 | 158 430 | 158 382 | 33 449 CHF | 35 022 CHF | 99,69% | 99,69% |