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 | 10,76% | 0,09 CHF | 0,10 CHF | 929 300 | 929 300 | 321 970 | 321 970 | 28 499 CHF | 31 722 CHF | 99,10% | 99,10% |
19/11/2024 | 10,41% | 0,09 CHF | 0,10 CHF | 873 800 | 873 800 | 300 370 | 300 370 | 26 616 CHF | 29 623 CHF | 99,38% | 99,38% |
18/11/2024 | 11,14% | 0,10 CHF | 0,11 CHF | 937 400 | 937 400 | 313 888 | 313 888 | 27 876 CHF | 31 019 CHF | 98,55% | 99,90% |
15/11/2024 | 12,20% | 0,12 CHF | 0,13 CHF | 271 200 | 271 200 | 75 908 | 75 908 | 9 656 CHF | 10 552 CHF | 98,50% | 99,25% |
14/11/2024 | - | 0,37 CHF | - CHF | 273 300 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,89% |
13/11/2024 | - | 0,32 CHF | - CHF | 239 500 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
12/11/2024 | - | 0,38 CHF | - CHF | 215 800 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
11/11/2024 | - | 0,44 CHF | - CHF | 187 300 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,93% |
08/11/2024 | - | 0,53 CHF | - CHF | 168 200 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
07/11/2024 | 2,24% | 0,49 CHF | 0,51 CHF | 213 800 | 213 800 | 47 920 | 47 920 | 22 310 CHF | 22 791 CHF | 84,39% | 100,00% |