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 | 4,76% | 0,19 CHF | 0,20 CHF | 270 000 | 75 000 | 245 361 | 75 000 | 50 362 CHF | 16 161 CHF | 98,82% | 98,82% |
19/11/2024 | 4,98% | 0,19 CHF | 0,20 CHF | 270 000 | 75 000 | 258 166 | 75 000 | 50 543 CHF | 15 462 CHF | 99,94% | 99,94% |
18/11/2024 | 6,25% | 0,20 CHF | 0,21 CHF | 250 000 | 75 000 | 270 971 | 69 764 | 50 835 CHF | 13 931 CHF | 98,08% | 98,08% |
15/11/2024 | 5,40% | 0,18 CHF | 0,19 CHF | 280 000 | 75 000 | 280 987 | 75 000 | 50 630 CHF | 14 276 CHF | 100,00% | 100,00% |
14/11/2024 | 6,00% | 0,17 CHF | 0,18 CHF | 300 000 | 75 000 | 315 995 | 75 000 | 51 099 CHF | 12 900 CHF | 99,57% | 99,57% |
13/11/2024 | 6,62% | 0,15 CHF | 0,16 CHF | 340 000 | 75 000 | 343 992 | 74 442 | 50 858 CHF | 11 770 CHF | 99,32% | 99,32% |
12/11/2024 | 6,59% | 0,13 CHF | 0,14 CHF | 390 000 | 75 000 | 346 232 | 75 000 | 50 841 CHF | 11 784 CHF | 99,36% | 99,36% |
11/11/2024 | 5,84% | 0,17 CHF | 0,18 CHF | 300 000 | 75 000 | 307 445 | 75 000 | 51 074 CHF | 13 221 CHF | 95,09% | 95,09% |
08/11/2024 | 6,65% | 0,14 CHF | 0,15 CHF | 360 000 | 75 000 | 349 027 | 75 000 | 50 711 CHF | 11 662 CHF | 99,79% | 99,79% |
07/11/2024 | 6,07% | 0,16 CHF | 0,17 CHF | 320 000 | 75 000 | 303 863 | 73 692 | 50 986 CHF | 13 146 CHF | 96,70% | 96,70% |