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 | 6,51% | 0,14 CHF | 0,14 CHF | 375 000 | 375 000 | 167 919 | 167 919 | 25 650 CHF | 27 333 CHF | 99,73% | 99,73% |
19/11/2024 | 6,81% | 0,17 CHF | 0,18 CHF | 380 000 | 380 000 | 168 326 | 168 326 | 25 561 CHF | 27 247 CHF | 99,91% | 99,91% |
18/11/2024 | 8,37% | 0,13 CHF | 0,14 CHF | 375 000 | 375 000 | 162 095 | 162 095 | 19 026 CHF | 20 650 CHF | 99,48% | 99,48% |
15/11/2024 | 5,09% | 0,14 CHF | 0,14 CHF | 375 000 | 375 000 | 120 152 | 120 152 | 20 379 CHF | 21 583 CHF | 97,29% | 97,29% |
14/11/2024 | 7,69% | 0,18 CHF | 0,19 CHF | 380 000 | 380 000 | 137 236 | 137 236 | 25 972 CHF | 27 499 CHF | 78,52% | 88,58% |
13/11/2024 | 2,88% | 0,34 CHF | 0,35 CHF | 420 000 | 420 000 | 186 471 | 186 471 | 65 169 CHF | 67 037 CHF | 98,99% | 98,99% |
12/11/2024 | 2,80% | 0,37 CHF | 0,38 CHF | 425 000 | 425 000 | 188 225 | 188 225 | 67 755 CHF | 69 641 CHF | 99,64% | 99,64% |
11/11/2024 | 2,68% | 0,37 CHF | 0,38 CHF | 425 000 | 425 000 | 190 202 | 190 202 | 70 618 CHF | 72 524 CHF | 99,28% | 99,28% |
08/11/2024 | 2,63% | 0,39 CHF | 0,40 CHF | 435 000 | 435 000 | 193 782 | 193 782 | 74 710 CHF | 76 652 CHF | 99,78% | 99,78% |
07/11/2024 | 2,65% | 0,38 CHF | 0,39 CHF | 435 000 | 435 000 | 193 320 | 193 320 | 73 282 CHF | 75 219 CHF | 99,80% | 99,80% |