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 | 5,53% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 299 726 | 299 726 | 52 772 CHF | 55 769 CHF | 99,97% | 99,97% |
19/11/2024 | 5,24% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 284 199 | 284 199 | 52 818 CHF | 55 660 CHF | 99,75% | 99,75% |
18/11/2024 | 5,56% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 297 616 | 297 615 | 52 067 CHF | 55 043 CHF | 99,88% | 99,88% |
15/11/2024 | 5,51% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 299 751 | 299 751 | 52 913 CHF | 55 910 CHF | 100,00% | 100,00% |
14/11/2024 | 5,33% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 287 906 | 287 906 | 52 589 CHF | 55 468 CHF | 99,63% | 99,63% |
13/11/2024 | 4,96% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 259 808 | 259 808 | 51 112 CHF | 53 710 CHF | 99,96% | 99,96% |
12/11/2024 | 4,75% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 252 632 | 252 632 | 51 939 CHF | 54 465 CHF | 99,75% | 99,75% |
11/11/2024 | 5,56% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 299 782 | 299 782 | 52 400 CHF | 55 398 CHF | 99,80% | 99,80% |
08/11/2024 | 5,50% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 299 481 | 299 482 | 52 951 CHF | 55 947 CHF | 99,81% | 99,81% |
07/11/2024 | 5,40% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 298 004 | 298 003 | 53 664 CHF | 56 643 CHF | 99,89% | 99,89% |