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 | 6,86% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 371 433 | 371 434 | 52 353 CHF | 56 068 CHF | 99,39% | 99,39% |
19/11/2024 | 8,05% | 0,12 CHF | 0,13 CHF | 400 000 | 400 000 | 429 991 | 429 992 | 51 315 CHF | 55 615 CHF | 99,28% | 99,28% |
18/11/2024 | 6,28% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 339 665 | 339 665 | 52 357 CHF | 55 754 CHF | 99,26% | 99,26% |
15/11/2024 | 6,74% | 0,15 CHF | 0,16 CHF | 325 000 | 325 000 | 364 405 | 364 405 | 52 217 CHF | 55 861 CHF | 99,37% | 99,37% |
14/11/2024 | 7,64% | 0,14 CHF | 0,15 CHF | 400 000 | 400 000 | 411 110 | 411 109 | 51 806 CHF | 55 917 CHF | 99,39% | 99,39% |
13/11/2024 | 8,21% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 437 054 | 428 394 | 51 135 CHF | 54 609 CHF | 99,36% | 99,36% |
12/11/2024 | 6,55% | 0,12 CHF | 0,13 CHF | 400 000 | 400 000 | 353 204 | 353 203 | 52 178 CHF | 55 709 CHF | 99,03% | 99,03% |
11/11/2024 | 6,69% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 362 977 | 362 977 | 52 405 CHF | 56 035 CHF | 99,23% | 99,23% |
08/11/2024 | 8,40% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 449 680 | 449 680 | 51 321 CHF | 55 818 CHF | 99,37% | 99,37% |
07/11/2024 | 5,14% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 278 940 | 278 939 | 52 894 CHF | 55 683 CHF | 99,25% | 99,25% |