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 | 5,75% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 303 547 | 303 547 | 51 251 CHF | 54 287 CHF | 99,38% | 99,38% |
19/11/2024 | 5,75% | 0,16 CHF | 0,17 CHF | 300 000 | 300 000 | 303 162 | 303 162 | 51 185 CHF | 54 217 CHF | 98,86% | 98,86% |
18/11/2024 | 5,33% | 0,18 CHF | 0,19 CHF | 275 000 | 275 000 | 292 391 | 292 392 | 53 420 CHF | 56 344 CHF | 99,27% | 99,27% |
15/11/2024 | 5,45% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 53 546 CHF | 56 546 CHF | 99,37% | 99,37% |
14/11/2024 | 5,45% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 53 544 CHF | 56 544 CHF | 99,35% | 99,35% |
13/11/2024 | 5,61% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 52 010 CHF | 55 010 CHF | 99,36% | 99,36% |
12/11/2024 | 5,58% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 299 799 | 299 799 | 52 261 CHF | 55 259 CHF | 99,08% | 99,08% |
11/11/2024 | 5,16% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 277 745 | 277 745 | 52 417 CHF | 55 195 CHF | 99,24% | 99,24% |
08/11/2024 | 5,90% | 0,16 CHF | 0,17 CHF | 300 000 | 300 000 | 313 328 | 313 328 | 51 509 CHF | 54 643 CHF | 99,38% | 99,38% |
07/11/2024 | 5,88% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 312 111 | 312 111 | 51 501 CHF | 54 622 CHF | 99,29% | 99,29% |