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 | 7,01% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 379 641 | 379 641 | 52 273 CHF | 56 069 CHF | 99,10% | 99,10% |
19/11/2024 | 6,88% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 372 006 | 372 006 | 52 236 CHF | 55 956 CHF | 97,86% | 97,86% |
18/11/2024 | 6,83% | 0,14 CHF | 0,15 CHF | 350 000 | 350 000 | 369 334 | 369 334 | 52 218 CHF | 55 912 CHF | 97,84% | 97,84% |
15/11/2024 | 5,96% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 317 584 | 317 584 | 51 705 CHF | 54 881 CHF | 98,32% | 98,32% |
14/11/2024 | 4,30% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 230 945 | 230 933 | 52 553 CHF | 54 860 CHF | 99,43% | 99,43% |
13/11/2024 | 4,16% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 200 259 | 200 255 | 46 809 CHF | 48 810 CHF | 98,13% | 98,13% |
12/11/2024 | 3,58% | 0,24 CHF | 0,25 CHF | 100 000 | 100 000 | 99 029 | 99 029 | 27 176 CHF | 28 166 CHF | 98,85% | 98,85% |
11/11/2024 | 2,98% | 0,29 CHF | 0,30 CHF | 88 000 | 88 000 | 79 320 | 79 320 | 26 244 CHF | 27 037 CHF | 99,05% | 99,05% |
08/11/2024 | 2,88% | 0,35 CHF | 0,36 CHF | 75 000 | 75 000 | 80 557 | 80 557 | 27 554 CHF | 28 360 CHF | 99,26% | 99,26% |
07/11/2024 | 2,91% | 0,36 CHF | 0,37 CHF | 75 000 | 75 000 | 82 391 | 82 391 | 27 871 CHF | 28 695 CHF | 98,73% | 98,73% |