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 | 6,11% | 0,15 CHF | 0,16 CHF | 90 700 | 90 700 | 89 633 | 89 633 | 14 244 CHF | 15 140 CHF | 100,00% | 100,00% |
19/11/2024 | 6,20% | 0,17 CHF | 0,18 CHF | 79 100 | 79 100 | 80 507 | 80 507 | 12 611 CHF | 13 416 CHF | 100,00% | 100,00% |
18/11/2024 | 5,33% | 0,19 CHF | 0,20 CHF | 78 100 | 78 100 | 77 965 | 77 965 | 14 234 CHF | 15 014 CHF | 97,41% | 97,41% |
15/11/2024 | 5,39% | 0,18 CHF | 0,19 CHF | 81 300 | 81 300 | 79 977 | 79 977 | 14 452 CHF | 15 251 CHF | 100,00% | 100,00% |
14/11/2024 | 6,05% | 0,17 CHF | 0,18 CHF | 85 600 | 85 600 | 85 868 | 85 868 | 13 807 CHF | 14 666 CHF | 100,00% | 100,00% |
13/11/2024 | 5,80% | 0,17 CHF | 0,18 CHF | 73 400 | 73 400 | 73 400 | 73 400 | 12 302 CHF | 13 036 CHF | 100,00% | 100,00% |
12/11/2024 | 5,15% | 0,18 CHF | 0,19 CHF | 56 000 | 56 000 | 55 048 | 55 048 | 10 424 CHF | 10 974 CHF | 96,77% | 96,77% |
11/11/2024 | 3,45% | 0,27 CHF | 0,28 CHF | 55 900 | 55 900 | 55 876 | 55 876 | 15 912 CHF | 16 470 CHF | 99,70% | 99,70% |
08/11/2024 | 3,51% | 0,27 CHF | 0,28 CHF | 44 600 | 44 600 | 44 590 | 44 590 | 12 479 CHF | 12 925 CHF | 95,10% | 95,10% |
07/11/2024 | 2,86% | 0,34 CHF | 0,35 CHF | 45 600 | 45 600 | 45 410 | 45 410 | 15 662 CHF | 16 116 CHF | 99,44% | 99,44% |