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 | 6,09% | 0,25 CHF | 0,26 CHF | 407 000 | 407 000 | 159 147 | 159 147 | 37 342 CHF | 39 288 CHF | 99,82% | 99,82% |
19/11/2024 | 11,12% | 0,20 CHF | 0,21 CHF | 503 500 | 503 500 | 138 503 | 138 503 | 25 970 CHF | 27 499 CHF | 99,92% | 99,92% |
18/11/2024 | 4,44% | 0,19 CHF | 0,20 CHF | 372 400 | 372 400 | 137 154 | 137 154 | 29 729 CHF | 31 103 CHF | 99,90% | 99,90% |
15/11/2024 | 4,77% | 0,21 CHF | 0,22 CHF | 454 100 | 454 100 | 170 820 | 170 820 | 36 057 CHF | 37 768 CHF | 99,53% | 99,53% |
14/11/2024 | 5,16% | 0,20 CHF | 0,21 CHF | 449 000 | 449 000 | 177 374 | 177 374 | 34 384 CHF | 36 161 CHF | 100,00% | 100,00% |
13/11/2024 | 5,99% | 0,19 CHF | 0,20 CHF | 588 200 | 588 200 | 219 039 | 219 039 | 37 442 CHF | 39 636 CHF | 100,00% | 100,00% |
12/11/2024 | 11,93% | 0,16 CHF | 0,17 CHF | 645 500 | 645 500 | 156 563 | 156 563 | 23 069 CHF | 24 848 CHF | 99,95% | 99,95% |
11/11/2024 | 16,23% | 0,13 CHF | 0,14 CHF | 742 600 | 742 600 | 204 456 | 204 456 | 25 179 CHF | 27 429 CHF | 99,88% | 99,88% |
08/11/2024 | 7,47% | 0,12 CHF | 0,13 CHF | 660 000 | 660 000 | 265 094 | 265 094 | 33 912 CHF | 36 567 CHF | 100,00% | 100,00% |
07/11/2024 | 7,29% | 0,13 CHF | 0,14 CHF | 609 500 | 609 500 | 236 982 | 236 982 | 31 864 CHF | 34 248 CHF | 99,87% | 99,87% |