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 | 5,45% | 0,20 CHF | 0,21 CHF | 417 800 | 417 800 | 417 800 | 417 800 | 74 712 CHF | 78 890 CHF | 100,00% | 100,00% |
19/11/2024 | 4,77% | 0,20 CHF | 0,21 CHF | 438 600 | 438 600 | 438 600 | 438 600 | 89 966 CHF | 94 352 CHF | 100,00% | 100,00% |
18/11/2024 | 5,19% | 0,19 CHF | 0,20 CHF | 484 400 | 484 400 | 484 400 | 484 400 | 91 011 CHF | 95 855 CHF | 100,00% | 100,00% |
15/11/2024 | 5,91% | 0,17 CHF | 0,18 CHF | 518 500 | 518 500 | 518 500 | 518 500 | 85 219 CHF | 90 404 CHF | 100,00% | 100,00% |
14/11/2024 | 6,02% | 0,16 CHF | 0,17 CHF | 469 400 | 469 400 | 469 400 | 469 400 | 75 618 CHF | 80 312 CHF | 100,00% | 100,00% |
13/11/2024 | 5,33% | 0,18 CHF | 0,19 CHF | 451 600 | 451 600 | 451 600 | 451 600 | 82 508 CHF | 87 024 CHF | 100,00% | 100,00% |
12/11/2024 | 5,88% | 0,19 CHF | 0,20 CHF | 546 800 | 546 800 | 546 800 | 546 800 | 90 375 CHF | 95 843 CHF | 99,86% | 99,86% |
11/11/2024 | 6,48% | 0,14 CHF | 0,16 CHF | 482 900 | 482 900 | 482 900 | 482 900 | 72 117 CHF | 76 946 CHF | 99,66% | 99,66% |
08/11/2024 | 5,67% | 0,17 CHF | 0,18 CHF | 495 100 | 495 100 | 495 100 | 495 100 | 84 951 CHF | 89 902 CHF | 98,72% | 98,72% |
07/11/2024 | 5,88% | 0,17 CHF | 0,18 CHF | 500 500 | 500 500 | 500 500 | 500 500 | 82 759 CHF | 87 764 CHF | 100,00% | 100,00% |