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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 7,16% | 0,13 CHF | 0,14 CHF | 375 000 | 375 000 | 387 435 | 387 434 | 52 211 CHF | 56 085 CHF | 99,35% | 99,35% |
20/11/2024 | 6,12% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 327 618 | 327 618 | 51 911 CHF | 55 188 CHF | 99,10% | 99,10% |
19/11/2024 | 5,92% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 314 847 | 314 847 | 51 605 CHF | 54 754 CHF | 98,70% | 98,70% |
18/11/2024 | 6,00% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 319 970 | 319 970 | 51 686 CHF | 54 886 CHF | 99,38% | 99,38% |
15/11/2024 | 6,35% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 344 228 | 344 227 | 52 516 CHF | 55 958 CHF | 99,39% | 99,39% |
14/11/2024 | 7,76% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 410 232 | 410 233 | 50 859 CHF | 54 962 CHF | 99,27% | 99,27% |
13/11/2024 | 7,61% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 362 795 | 362 795 | 45 751 CHF | 49 379 CHF | 99,39% | 99,39% |
12/11/2024 | 7,41% | 0,12 CHF | 0,13 CHF | 213 000 | 213 000 | 199 854 | 199 852 | 25 992 CHF | 27 991 CHF | 98,97% | 98,97% |
11/11/2024 | 6,17% | 0,14 CHF | 0,15 CHF | 200 000 | 200 000 | 165 928 | 165 928 | 26 025 CHF | 27 684 CHF | 99,32% | 99,32% |
08/11/2024 | 4,59% | 0,19 CHF | 0,20 CHF | 138 000 | 138 000 | 126 033 | 126 033 | 26 856 CHF | 28 116 CHF | 99,33% | 99,33% |