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 | 7,44% | 0,14 CHF | 0,14 CHF | 86 000 | 86 000 | 563 497 | 563 497 | 72 855 CHF | 78 490 CHF | 98,90% | 98,90% |
19/11/2024 | 9,50% | 0,12 CHF | 0,13 CHF | 103 300 | 103 300 | 688 393 | 688 393 | 69 043 CHF | 75 927 CHF | 98,73% | 98,73% |
18/11/2024 | 9,55% | 0,10 CHF | 0,11 CHF | 101 900 | 101 900 | 649 844 | 649 844 | 64 910 CHF | 71 409 CHF | 98,94% | 98,94% |
15/11/2024 | 7,63% | 0,12 CHF | 0,13 CHF | 60 300 | 60 300 | 383 296 | 383 296 | 49 833 CHF | 53 676 CHF | 98,94% | 98,94% |
14/11/2024 | 5,13% | 0,19 CHF | 0,21 CHF | 54 600 | 54 600 | 354 062 | 354 062 | 68 384 CHF | 71 933 CHF | 98,85% | 98,85% |
13/11/2024 | 5,35% | 0,21 CHF | 0,22 CHF | 58 100 | 58 100 | 377 027 | 377 027 | 69 464 CHF | 73 243 CHF | 98,87% | 98,87% |
12/11/2024 | 5,25% | 0,18 CHF | 0,20 CHF | 44 500 | 44 500 | 288 876 | 288 876 | 54 477 CHF | 57 372 CHF | 98,75% | 98,75% |
11/11/2024 | 4,30% | 0,25 CHF | 0,26 CHF | 54 700 | 54 700 | 354 723 | 354 723 | 81 729 CHF | 85 284 CHF | 98,90% | 98,90% |
08/11/2024 | 5,28% | 0,20 CHF | 0,21 CHF | 63 900 | 63 900 | 418 821 | 418 821 | 78 498 CHF | 82 696 CHF | 97,79% | 97,79% |
07/11/2024 | 5,69% | 0,18 CHF | 0,19 CHF | 52 900 | 52 900 | 341 879 | 341 879 | 59 970 CHF | 63 397 CHF | 98,90% | 98,90% |