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 | 5,85% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 309 712 | 309 712 | 51 410 CHF | 54 507 CHF | 99,38% | 99,38% |
19/11/2024 | 5,38% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 292 885 | 292 885 | 52 951 CHF | 55 880 CHF | 99,08% | 99,08% |
18/11/2024 | 4,65% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 52 527 CHF | 55 027 CHF | 99,28% | 99,28% |
15/11/2024 | 4,44% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 55 000 CHF | 57 500 CHF | 99,39% | 99,39% |
14/11/2024 | 4,41% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 245 792 | 245 793 | 54 481 CHF | 56 939 CHF | 99,35% | 99,35% |
13/11/2024 | 4,44% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 55 000 CHF | 57 500 CHF | 99,36% | 99,36% |
12/11/2024 | 4,44% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 55 000 CHF | 57 500 CHF | 99,06% | 99,06% |
11/11/2024 | 4,60% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 53 061 CHF | 55 561 CHF | 99,29% | 99,29% |
08/11/2024 | 4,65% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 52 500 CHF | 55 000 CHF | 99,38% | 99,38% |
07/11/2024 | 4,87% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 251 054 | 251 054 | 50 332 CHF | 52 842 CHF | 99,25% | 99,25% |