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 | 5,51% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 299 328 | 299 326 | 52 879 CHF | 55 872 CHF | 99,22% | 99,22% |
19/11/2024 | 5,06% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 268 961 | 268 961 | 51 858 CHF | 54 547 CHF | 97,45% | 97,45% |
18/11/2024 | 6,09% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 328 810 | 328 810 | 52 339 CHF | 55 627 CHF | 99,20% | 99,20% |
15/11/2024 | 5,13% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 269 960 | 269 960 | 51 205 CHF | 53 904 CHF | 98,78% | 98,78% |
14/11/2024 | 4,92% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 260 888 | 260 891 | 51 698 CHF | 54 307 CHF | 99,31% | 99,31% |
13/11/2024 | 4,35% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 209 128 | 209 128 | 47 157 CHF | 49 248 CHF | 98,14% | 98,14% |
12/11/2024 | 4,51% | 0,21 CHF | 0,22 CHF | 125 000 | 125 000 | 120 907 | 120 907 | 26 207 CHF | 27 416 CHF | 99,10% | 99,10% |
11/11/2024 | 3,60% | 0,24 CHF | 0,25 CHF | 100 000 | 100 000 | 97 087 | 97 087 | 26 487 CHF | 27 458 CHF | 99,36% | 99,36% |
08/11/2024 | 2,78% | 0,33 CHF | 0,34 CHF | 88 000 | 88 000 | 77 485 | 77 485 | 27 528 CHF | 28 303 CHF | 98,19% | 98,19% |
07/11/2024 | 3,56% | 0,33 CHF | 0,34 CHF | 88 000 | 88 000 | 97 774 | 97 773 | 27 029 CHF | 28 006 CHF | 99,01% | 99,01% |