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 | 7,62% | 0,12 CHF | 0,13 CHF | 400 000 | 400 000 | 408 769 | 408 769 | 51 625 CHF | 55 712 CHF | 99,39% | 99,39% |
19/11/2024 | 8,59% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 464 394 | 464 394 | 51 725 CHF | 56 369 CHF | 99,26% | 99,26% |
18/11/2024 | 6,64% | 0,14 CHF | 0,15 CHF | 350 000 | 350 000 | 359 532 | 359 532 | 52 334 CHF | 55 929 CHF | 99,31% | 99,31% |
15/11/2024 | 5,87% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 309 239 | 309 239 | 51 202 CHF | 54 294 CHF | 99,39% | 99,39% |
14/11/2024 | 5,80% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 313 701 | 313 701 | 52 536 CHF | 55 673 CHF | 99,35% | 99,35% |
13/11/2024 | 5,80% | 0,16 CHF | 0,17 CHF | 350 000 | 350 000 | 312 902 | 312 902 | 52 408 CHF | 55 537 CHF | 99,37% | 99,37% |
12/11/2024 | 4,73% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 256 818 | 256 818 | 53 061 CHF | 55 629 CHF | 99,04% | 99,04% |
11/11/2024 | 4,57% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 249 458 | 249 458 | 53 364 CHF | 55 859 CHF | 99,28% | 99,28% |
08/11/2024 | 3,87% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 205 044 | 205 044 | 51 889 CHF | 53 939 CHF | 99,38% | 99,38% |
07/11/2024 | 2,32% | 0,38 CHF | 0,39 CHF | 125 000 | 125 000 | 127 933 | 127 933 | 54 637 CHF | 55 917 CHF | 99,26% | 99,26% |