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 | 6,73% | 0,12 CHF | 0,13 CHF | 420 000 | 200 000 | 353 521 | 200 000 | 50 715 CHF | 31 196 CHF | 99,53% | 99,53% |
19/11/2024 | 6,76% | 0,16 CHF | 0,17 CHF | 330 000 | 200 000 | 354 475 | 200 000 | 50 696 CHF | 30 763 CHF | 99,55% | 99,55% |
18/11/2024 | 5,77% | 0,17 CHF | 0,18 CHF | 290 000 | 200 000 | 301 806 | 200 000 | 50 826 CHF | 35 733 CHF | 81,56% | 81,56% |
15/11/2024 | 7,38% | 0,13 CHF | 0,14 CHF | 400 000 | 200 000 | 388 511 | 200 000 | 50 694 CHF | 28 116 CHF | 98,93% | 98,93% |
14/11/2024 | 7,01% | 0,15 CHF | 0,16 CHF | 340 000 | 200 000 | 368 520 | 200 000 | 50 726 CHF | 29 576 CHF | 99,53% | 99,53% |
13/11/2024 | 7,30% | 0,12 CHF | 0,13 CHF | 410 000 | 200 000 | 383 586 | 200 000 | 50 658 CHF | 28 522 CHF | 97,46% | 97,46% |
12/11/2024 | 6,27% | 0,13 CHF | 0,14 CHF | 400 000 | 200 000 | 328 833 | 200 000 | 50 799 CHF | 33 013 CHF | 99,06% | 99,06% |
11/11/2024 | 5,58% | 0,18 CHF | 0,19 CHF | 280 000 | 200 000 | 292 268 | 200 000 | 50 911 CHF | 36 888 CHF | 99,52% | 99,52% |
08/11/2024 | 6,04% | 0,15 CHF | 0,16 CHF | 330 000 | 200 000 | 316 686 | 200 000 | 50 819 CHF | 34 189 CHF | 99,52% | 99,52% |
07/11/2024 | 4,87% | 0,19 CHF | 0,20 CHF | 270 000 | 200 000 | 254 583 | 200 000 | 50 971 CHF | 42 131 CHF | 99,47% | 99,47% |