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 | 6,55% | 0,14 CHF | 0,15 CHF | 600 000 | 200 000 | 526 000 | 175 333 | 77 485 CHF | 27 582 CHF | 99,38% | 99,38% |
19/11/2024 | 6,95% | 0,15 CHF | 0,16 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 83 490 CHF | 29 830 CHF | 99,38% | 99,38% |
18/11/2024 | 6,76% | 0,15 CHF | 0,16 CHF | 600 000 | 200 000 | 570 168 | 190 056 | 81 370 CHF | 29 024 CHF | 99,38% | 99,38% |
15/11/2024 | 6,34% | 0,16 CHF | 0,17 CHF | 450 000 | 150 000 | 467 345 | 155 782 | 71 393 CHF | 25 356 CHF | 99,36% | 99,36% |
14/11/2024 | 5,97% | 0,16 CHF | 0,17 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 73 185 CHF | 25 895 CHF | 99,38% | 99,38% |
13/11/2024 | 6,48% | 0,15 CHF | 0,16 CHF | 450 000 | 150 000 | 495 926 | 165 309 | 73 844 CHF | 26 268 CHF | 99,37% | 99,37% |
12/11/2024 | 5,70% | 0,16 CHF | 0,17 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 76 792 CHF | 27 097 CHF | 99,14% | 99,14% |
11/11/2024 | 5,32% | 0,18 CHF | 0,19 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 82 306 CHF | 28 935 CHF | 99,37% | 99,37% |
08/11/2024 | 6,11% | 0,16 CHF | 0,17 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 71 376 CHF | 25 292 CHF | 99,37% | 99,37% |
07/11/2024 | 6,07% | 0,16 CHF | 0,17 CHF | 450 000 | 150 000 | 450 264 | 150 088 | 71 953 CHF | 25 485 CHF | 98,58% | 98,58% |