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 | 6,07% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 325 670 | 325 670 | 52 022 CHF | 55 278 CHF | 99,38% | 99,38% |
19/11/2024 | 6,06% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 324 516 | 324 516 | 51 910 CHF | 55 155 CHF | 99,26% | 99,26% |
18/11/2024 | 5,50% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 53 037 CHF | 56 037 CHF | 99,30% | 99,30% |
15/11/2024 | 5,64% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 51 679 CHF | 54 679 CHF | 99,37% | 99,37% |
14/11/2024 | 5,67% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 300 467 | 300 467 | 51 462 CHF | 54 466 CHF | 99,35% | 99,35% |
13/11/2024 | 5,78% | 0,17 CHF | 0,18 CHF | 325 000 | 325 000 | 306 037 | 306 037 | 51 414 CHF | 54 475 CHF | 99,36% | 99,36% |
12/11/2024 | 5,71% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 304 133 | 304 133 | 51 720 CHF | 54 761 CHF | 99,09% | 99,09% |
11/11/2024 | 5,22% | 0,19 CHF | 0,20 CHF | 300 000 | 300 000 | 284 061 | 284 061 | 52 941 CHF | 55 781 CHF | 99,24% | 99,24% |
08/11/2024 | 6,19% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 332 332 | 332 331 | 52 040 CHF | 55 363 CHF | 99,38% | 99,38% |
07/11/2024 | 6,11% | 0,16 CHF | 0,17 CHF | 300 000 | 300 000 | 326 529 | 326 529 | 51 779 CHF | 55 045 CHF | 99,21% | 99,21% |