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 | 6,15% | 0,16 CHF | 0,17 CHF | 350 000 | 350 000 | 330 867 | 330 867 | 52 162 CHF | 55 471 CHF | 99,37% | 99,37% |
19/11/2024 | 6,50% | 0,17 CHF | 0,18 CHF | 325 000 | 325 000 | 352 382 | 352 382 | 52 496 CHF | 56 020 CHF | 99,28% | 99,28% |
18/11/2024 | 5,91% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 317 421 | 317 421 | 52 121 CHF | 55 295 CHF | 99,26% | 99,26% |
15/11/2024 | 4,60% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 53 174 CHF | 55 674 CHF | 99,39% | 99,39% |
14/11/2024 | 4,97% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 266 774 | 266 774 | 52 327 CHF | 54 995 CHF | 99,35% | 99,35% |
13/11/2024 | 4,99% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 267 894 | 267 894 | 52 313 CHF | 54 992 CHF | 99,39% | 99,39% |
12/11/2024 | 4,53% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 247 335 | 247 335 | 53 367 CHF | 55 840 CHF | 99,07% | 99,07% |
11/11/2024 | 3,71% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 52 882 CHF | 54 882 CHF | 99,27% | 99,27% |
08/11/2024 | 3,99% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 212 927 | 212 927 | 52 227 CHF | 54 357 CHF | 99,38% | 99,38% |
07/11/2024 | 4,99% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 269 617 | 269 617 | 52 634 CHF | 55 331 CHF | 99,24% | 99,24% |