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% | 0,10 CHF | 0,10 CHF | 392 800 | 392 800 | 385 251 | 385 251 | 34 483 CHF | 36 409 CHF | 99,44% | 99,44% |
19/11/2024 | 4,70% | 0,09 CHF | 0,09 CHF | 382 900 | 382 900 | 282 599 | 282 599 | 29 225 CHF | 30 638 CHF | 98,77% | 98,77% |
18/11/2024 | 5,70% | 0,12 CHF | 0,13 CHF | 252 800 | 252 800 | 182 807 | 182 807 | 26 732 CHF | 28 267 CHF | 98,77% | 98,77% |
15/11/2024 | 5,50% | 0,18 CHF | 0,19 CHF | 161 700 | 161 700 | 129 306 | 129 306 | 23 073 CHF | 24 366 CHF | 100,00% | 100,00% |
14/11/2024 | 3,92% | 0,25 CHF | 0,26 CHF | 119 000 | 119 000 | 139 867 | 139 867 | 35 054 CHF | 36 453 CHF | 100,00% | 100,00% |
13/11/2024 | 4,58% | 0,23 CHF | 0,24 CHF | 145 900 | 145 900 | 168 218 | 168 218 | 35 827 CHF | 37 509 CHF | 100,00% | 100,00% |
12/11/2024 | 3,03% | 0,22 CHF | 0,23 CHF | 175 100 | 175 100 | 204 821 | 204 821 | 39 808 CHF | 41 018 CHF | 99,80% | 99,80% |
11/11/2024 | 3,12% | 0,17 CHF | 0,17 CHF | 212 800 | 212 800 | 247 086 | 247 086 | 38 953 CHF | 40 189 CHF | 99,73% | 99,73% |
08/11/2024 | 3,55% | 0,16 CHF | 0,16 CHF | 258 000 | 258 000 | 291 571 | 291 571 | 40 350 CHF | 41 808 CHF | 100,00% | 100,00% |
07/11/2024 | 4,37% | 0,11 CHF | 0,12 CHF | 301 800 | 301 800 | 314 085 | 314 085 | 35 216 CHF | 36 787 CHF | 99,69% | 99,69% |