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 | 6,60% | 0,13 CHF | 0,14 CHF | 375 000 | 375 000 | 356 071 | 356 070 | 52 185 CHF | 55 745 CHF | 99,82% | 99,82% |
19/11/2024 | 6,90% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 373 072 | 373 071 | 52 197 CHF | 55 928 CHF | 99,79% | 99,79% |
18/11/2024 | 6,43% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 348 497 | 348 498 | 52 448 CHF | 55 934 CHF | 100,00% | 100,00% |
15/11/2024 | 5,65% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 302 810 | 302 811 | 52 112 CHF | 55 141 CHF | 100,00% | 100,00% |
14/11/2024 | 5,97% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 321 024 | 321 027 | 52 148 CHF | 55 358 CHF | 100,00% | 100,00% |
13/11/2024 | 6,79% | 0,14 CHF | 0,15 CHF | 400 000 | 400 000 | 369 601 | 369 600 | 52 621 CHF | 56 316 CHF | 99,95% | 99,95% |
12/11/2024 | 5,49% | 0,15 CHF | 0,16 CHF | 325 000 | 325 000 | 300 680 | 300 681 | 53 271 CHF | 56 278 CHF | 100,00% | 100,00% |
11/11/2024 | 5,47% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 298 325 | 298 326 | 53 118 CHF | 56 102 CHF | 99,77% | 99,77% |
08/11/2024 | 6,45% | 0,15 CHF | 0,16 CHF | 325 000 | 325 000 | 348 386 | 348 385 | 52 258 CHF | 55 742 CHF | 100,00% | 100,00% |
07/11/2024 | 5,95% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 317 226 | 317 226 | 51 693 CHF | 54 865 CHF | 99,70% | 99,70% |