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 | 5,42% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 294 078 | 294 078 | 52 784 CHF | 55 725 CHF | 99,80% | 99,80% |
19/11/2024 | 5,63% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 301 051 | 301 051 | 52 046 CHF | 55 056 CHF | 99,71% | 99,71% |
18/11/2024 | 5,12% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 273 692 | 273 692 | 52 107 CHF | 54 844 CHF | 99,71% | 99,71% |
15/11/2024 | 4,78% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 254 121 | 254 121 | 51 890 CHF | 54 431 CHF | 99,81% | 99,81% |
14/11/2024 | 4,95% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 260 288 | 260 288 | 51 240 CHF | 53 843 CHF | 99,80% | 99,80% |
13/11/2024 | 4,87% | 0,18 CHF | 0,19 CHF | 275 000 | 275 000 | 255 348 | 255 348 | 51 185 CHF | 53 739 CHF | 99,79% | 99,79% |
12/11/2024 | 4,97% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 260 135 | 260 135 | 50 994 CHF | 53 596 CHF | 99,49% | 99,49% |
11/11/2024 | 4,80% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 50 832 CHF | 53 332 CHF | 99,71% | 99,71% |
08/11/2024 | 4,55% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 249 569 | 249 569 | 53 591 CHF | 56 087 CHF | 99,80% | 99,80% |
07/11/2024 | 4,02% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 215 292 | 215 292 | 52 500 CHF | 54 653 CHF | 95,67% | 95,67% |