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 | 6,88% | 0,12 CHF | 0,13 CHF | 510 000 | 510 000 | 248 260 | 248 260 | 34 694 CHF | 37 182 CHF | 99,88% | 99,88% |
19/11/2024 | 7,18% | 0,13 CHF | 0,14 CHF | 520 000 | 520 000 | 252 321 | 252 321 | 34 357 CHF | 36 884 CHF | 100,00% | 100,00% |
18/11/2024 | 7,63% | 0,16 CHF | 0,17 CHF | 520 000 | 520 000 | 253 488 | 253 488 | 34 381 CHF | 36 920 CHF | 99,71% | 99,71% |
15/11/2024 | 7,67% | 0,11 CHF | 0,12 CHF | 520 000 | 520 000 | 251 374 | 251 374 | 31 363 CHF | 33 880 CHF | 99,99% | 99,99% |
14/11/2024 | 5,85% | 0,15 CHF | 0,16 CHF | 500 000 | 500 000 | 239 747 | 239 747 | 40 487 CHF | 42 894 CHF | 99,93% | 99,93% |
13/11/2024 | 5,72% | 0,19 CHF | 0,20 CHF | 420 000 | 420 000 | 184 376 | 184 376 | 37 748 CHF | 39 969 CHF | 99,81% | 99,81% |
12/11/2024 | 4,07% | 0,22 CHF | 0,23 CHF | 370 000 | 370 000 | 174 613 | 174 613 | 42 763 CHF | 44 514 CHF | 99,47% | 99,47% |
11/11/2024 | 3,76% | 0,27 CHF | 0,28 CHF | 350 000 | 350 000 | 172 070 | 172 070 | 45 794 CHF | 47 520 CHF | 99,43% | 99,43% |
08/11/2024 | 3,34% | 0,30 CHF | 0,31 CHF | 330 000 | 330 000 | 158 972 | 158 972 | 48 229 CHF | 49 824 CHF | 99,47% | 99,47% |
07/11/2024 | 3,84% | 0,28 CHF | 0,30 CHF | 390 000 | 390 000 | 189 548 | 189 548 | 51 559 CHF | 53 467 CHF | 99,81% | 99,81% |