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 | 6,28% | 0,17 CHF | 0,18 CHF | 403 700 | 403 700 | 376 216 | 376 216 | 58 150 CHF | 61 912 CHF | 100,00% | 100,00% |
19/11/2024 | 5,46% | 0,17 CHF | 0,18 CHF | 408 400 | 408 400 | 408 400 | 408 400 | 72 757 CHF | 76 841 CHF | 99,90% | 99,90% |
18/11/2024 | 5,81% | 0,17 CHF | 0,18 CHF | 444 500 | 444 500 | 438 114 | 438 114 | 73 432 CHF | 77 813 CHF | 100,00% | 100,00% |
15/11/2024 | 6,20% | 0,16 CHF | 0,17 CHF | 373 600 | 373 600 | 381 638 | 381 638 | 59 971 CHF | 63 787 CHF | 100,00% | 100,00% |
14/11/2024 | 5,85% | 0,17 CHF | 0,18 CHF | 457 000 | 457 000 | 453 527 | 453 527 | 75 252 CHF | 79 787 CHF | 100,00% | 100,00% |
13/11/2024 | 5,69% | 0,16 CHF | 0,17 CHF | 367 300 | 367 300 | 387 127 | 387 127 | 66 395 CHF | 70 266 CHF | 100,00% | 100,00% |
12/11/2024 | 5,94% | 0,17 CHF | 0,18 CHF | 475 400 | 475 400 | 446 864 | 446 864 | 73 080 CHF | 77 549 CHF | 99,92% | 99,92% |
11/11/2024 | 6,77% | 0,15 CHF | 0,16 CHF | 392 300 | 392 300 | 392 300 | 392 300 | 56 059 CHF | 59 982 CHF | 100,00% | 100,00% |
08/11/2024 | 6,08% | 0,16 CHF | 0,17 CHF | 366 800 | 366 800 | 366 800 | 366 800 | 58 487 CHF | 62 155 CHF | 98,94% | 98,94% |
07/11/2024 | 5,85% | 0,18 CHF | 0,19 CHF | 388 400 | 388 400 | 368 980 | 368 980 | 61 479 CHF | 65 169 CHF | 100,00% | 100,00% |