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 | 6,00% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 320 437 | 320 438 | 51 836 CHF | 55 040 CHF | 99,38% | 99,38% |
19/11/2024 | 5,86% | 0,16 CHF | 0,17 CHF | 300 000 | 300 000 | 309 359 | 309 359 | 51 239 CHF | 54 333 CHF | 99,28% | 99,28% |
18/11/2024 | 6,45% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 350 000 | 350 000 | 52 500 CHF | 56 000 CHF | 99,29% | 99,29% |
15/11/2024 | 6,31% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 341 911 | 341 911 | 52 523 CHF | 55 942 CHF | 99,38% | 99,38% |
14/11/2024 | 5,13% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 275 532 | 275 532 | 52 293 CHF | 55 048 CHF | 99,35% | 99,35% |
13/11/2024 | 5,14% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 276 044 | 276 044 | 52 363 CHF | 55 124 CHF | 99,38% | 99,38% |
12/11/2024 | 5,28% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 289 257 | 289 257 | 53 280 CHF | 56 173 CHF | 99,09% | 99,09% |
11/11/2024 | 5,38% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 290 172 | 290 172 | 52 499 CHF | 55 400 CHF | 91,11% | 91,11% |
08/11/2024 | 4,88% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 50 013 CHF | 52 513 CHF | 99,39% | 99,39% |
07/11/2024 | 4,83% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 50 565 CHF | 53 065 CHF | 99,25% | 99,25% |