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 | 6,31% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 339 768 | 339 768 | 52 176 CHF | 55 574 CHF | 99,38% | 99,38% |
19/11/2024 | 6,06% | 0,15 CHF | 0,16 CHF | 325 000 | 325 000 | 323 464 | 323 465 | 51 793 CHF | 55 028 CHF | 98,37% | 98,37% |
18/11/2024 | 6,34% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 343 276 | 343 276 | 52 424 CHF | 55 857 CHF | 99,30% | 99,30% |
15/11/2024 | 6,89% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 374 733 | 374 733 | 52 532 CHF | 56 279 CHF | 99,39% | 99,39% |
14/11/2024 | 6,76% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 367 278 | 367 278 | 52 471 CHF | 56 143 CHF | 99,35% | 99,35% |
13/11/2024 | 6,78% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 368 003 | 368 003 | 52 478 CHF | 56 158 CHF | 99,37% | 99,37% |
12/11/2024 | 7,18% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 390 907 | 390 907 | 52 535 CHF | 56 444 CHF | 99,05% | 99,05% |
11/11/2024 | 8,00% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 423 261 | 423 261 | 50 801 CHF | 55 033 CHF | 99,28% | 99,28% |
08/11/2024 | 7,23% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 390 896 | 390 896 | 52 083 CHF | 55 992 CHF | 99,38% | 99,38% |
07/11/2024 | 6,28% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 337 638 | 337 636 | 52 083 CHF | 55 459 CHF | 99,25% | 99,25% |