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 | 7,08% | 0,14 CHF | 0,14 CHF | 286 200 | 286 200 | 285 730 | 285 730 | 38 977 CHF | 41 834 CHF | 100,00% | 100,00% |
19/11/2024 | 6,62% | 0,14 CHF | 0,16 CHF | 238 000 | 238 000 | 237 988 | 237 988 | 34 822 CHF | 37 202 CHF | 100,00% | 100,00% |
18/11/2024 | 5,28% | 0,18 CHF | 0,19 CHF | 229 700 | 229 700 | 227 974 | 227 974 | 42 065 CHF | 44 345 CHF | 100,00% | 100,00% |
15/11/2024 | 5,54% | 0,18 CHF | 0,19 CHF | 263 300 | 263 300 | 264 799 | 264 799 | 46 496 CHF | 49 144 CHF | 100,00% | 100,00% |
14/11/2024 | 6,32% | 0,17 CHF | 0,18 CHF | 313 600 | 313 600 | 317 625 | 317 625 | 48 765 CHF | 51 941 CHF | 100,00% | 100,00% |
13/11/2024 | 7,21% | 0,14 CHF | 0,15 CHF | 334 100 | 334 100 | 336 369 | 336 369 | 45 027 CHF | 48 391 CHF | 100,00% | 100,00% |
12/11/2024 | 7,21% | 0,12 CHF | 0,13 CHF | 265 100 | 265 100 | 263 184 | 263 184 | 35 226 CHF | 37 858 CHF | 99,86% | 99,86% |
11/11/2024 | 5,64% | 0,18 CHF | 0,19 CHF | 271 000 | 271 000 | 271 005 | 271 005 | 46 733 CHF | 49 443 CHF | 99,68% | 99,68% |
08/11/2024 | 6,26% | 0,16 CHF | 0,17 CHF | 112 800 | 112 800 | 90 230 | 90 230 | 18 787 CHF | 19 895 CHF | 98,77% | 98,77% |
07/11/2024 | 2,38% | 0,43 CHF | 0,44 CHF | 109 600 | 109 600 | 110 348 | 110 348 | 45 919 CHF | 47 023 CHF | 100,00% | 100,00% |