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 | 5,97% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 319 256 | 319 256 | 51 844 CHF | 55 036 CHF | 99,38% | 99,38% |
19/11/2024 | 6,23% | 0,17 CHF | 0,18 CHF | 325 000 | 325 000 | 337 788 | 337 784 | 52 518 CHF | 55 896 CHF | 91,05% | 91,05% |
18/11/2024 | 5,88% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 315 807 | 315 807 | 52 102 CHF | 55 260 CHF | 99,28% | 99,28% |
15/11/2024 | 4,88% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 252 851 | 252 851 | 50 564 CHF | 53 092 CHF | 99,39% | 99,39% |
14/11/2024 | 5,16% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 273 967 | 273 967 | 51 709 CHF | 54 448 CHF | 99,35% | 99,35% |
13/11/2024 | 5,20% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 278 985 | 278 985 | 52 188 CHF | 54 978 CHF | 99,38% | 99,38% |
12/11/2024 | 4,88% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 251 580 | 251 579 | 50 274 CHF | 52 790 CHF | 99,05% | 99,05% |
11/11/2024 | 4,18% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 225 782 | 225 782 | 52 883 CHF | 55 141 CHF | 99,29% | 99,29% |
08/11/2024 | 4,41% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 238 940 | 238 940 | 53 024 CHF | 55 413 CHF | 99,38% | 99,38% |
07/11/2024 | 5,26% | 0,19 CHF | 0,20 CHF | 250 000 | 250 000 | 280 774 | 280 775 | 51 986 CHF | 54 793 CHF | 99,27% | 99,27% |