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 | 5,50% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 53 091 CHF | 56 091 CHF | 99,39% | 99,39% |
19/11/2024 | 5,19% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 280 760 | 280 760 | 52 655 CHF | 55 463 CHF | 99,27% | 99,27% |
18/11/2024 | 5,73% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 301 272 | 301 272 | 51 065 CHF | 54 078 CHF | 99,28% | 99,28% |
15/11/2024 | 5,87% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 312 486 | 312 486 | 51 633 CHF | 54 757 CHF | 99,38% | 99,38% |
14/11/2024 | 5,31% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 292 591 | 292 591 | 53 577 CHF | 56 503 CHF | 99,39% | 99,39% |
13/11/2024 | 5,36% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 294 556 | 294 556 | 53 523 CHF | 56 468 CHF | 99,39% | 99,39% |
12/11/2024 | 5,69% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 51 276 CHF | 54 276 CHF | 99,07% | 99,07% |
11/11/2024 | 5,71% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 51 000 CHF | 54 000 CHF | 99,29% | 99,29% |
08/11/2024 | 5,70% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 51 170 CHF | 54 170 CHF | 99,39% | 99,39% |
07/11/2024 | 5,42% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 53 873 CHF | 56 873 CHF | 99,26% | 99,26% |