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 | 5,51% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 53 029 CHF | 56 029 CHF | 99,97% | 99,97% |
19/11/2024 | 5,26% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 286 167 | 286 170 | 52 922 CHF | 55 784 CHF | 99,82% | 99,82% |
18/11/2024 | 5,39% | 0,18 CHF | 0,19 CHF | 275 000 | 275 000 | 292 900 | 292 900 | 52 845 CHF | 55 774 CHF | 99,88% | 99,88% |
15/11/2024 | 5,29% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 289 262 | 289 262 | 53 232 CHF | 56 124 CHF | 100,00% | 100,00% |
14/11/2024 | 5,11% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 272 597 | 272 598 | 51 973 CHF | 54 700 CHF | 99,66% | 99,66% |
13/11/2024 | 4,86% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 253 478 | 253 479 | 50 852 CHF | 53 387 CHF | 99,97% | 99,97% |
12/11/2024 | 4,57% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 249 252 | 249 251 | 53 368 CHF | 55 861 CHF | 99,78% | 99,78% |
11/11/2024 | 5,61% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 298 969 | 298 971 | 51 802 CHF | 54 792 CHF | 99,80% | 99,80% |
08/11/2024 | 5,49% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 297 025 | 297 024 | 52 623 CHF | 55 593 CHF | 99,81% | 99,81% |
07/11/2024 | 5,32% | 0,19 CHF | 0,20 CHF | 300 000 | 300 000 | 292 533 | 292 534 | 53 489 CHF | 56 415 CHF | 99,88% | 99,88% |