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 | 6,62% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 360 954 | 360 955 | 52 735 CHF | 56 344 CHF | 99,39% | 99,39% |
19/11/2024 | 7,31% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 394 547 | 394 547 | 52 044 CHF | 55 989 CHF | 99,30% | 99,30% |
18/11/2024 | 6,74% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 366 355 | 366 355 | 52 515 CHF | 56 178 CHF | 99,26% | 99,26% |
15/11/2024 | 6,47% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 351 479 | 351 479 | 52 554 CHF | 56 069 CHF | 99,39% | 99,39% |
14/11/2024 | 7,25% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 391 693 | 391 693 | 52 100 CHF | 56 017 CHF | 99,35% | 99,35% |
13/11/2024 | 6,36% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 343 916 | 343 916 | 52 345 CHF | 55 784 CHF | 99,38% | 99,38% |
12/11/2024 | 6,51% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 351 004 | 351 004 | 52 214 CHF | 55 724 CHF | 99,03% | 99,03% |
11/11/2024 | 6,28% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 339 254 | 339 254 | 52 292 CHF | 55 684 CHF | 99,22% | 99,22% |
08/11/2024 | 7,36% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 397 872 | 397 872 | 52 112 CHF | 56 091 CHF | 99,39% | 99,39% |
07/11/2024 | 8,00% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 427 894 | 427 894 | 51 347 CHF | 55 626 CHF | 99,27% | 99,27% |