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 | 6,90% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 374 480 | 374 480 | 52 411 CHF | 56 156 CHF | 99,38% | 99,38% |
19/11/2024 | 6,67% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 361 351 | 361 351 | 52 349 CHF | 55 963 CHF | 99,28% | 99,28% |
18/11/2024 | 6,27% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 338 468 | 338 468 | 52 300 CHF | 55 685 CHF | 99,28% | 99,28% |
15/11/2024 | 6,09% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 326 702 | 326 702 | 52 009 CHF | 55 276 CHF | 99,39% | 99,39% |
14/11/2024 | 6,42% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 348 149 | 348 149 | 52 452 CHF | 55 934 CHF | 99,39% | 99,39% |
13/11/2024 | 6,17% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 331 983 | 331 983 | 52 148 CHF | 55 468 CHF | 99,39% | 99,39% |
12/11/2024 | 5,83% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 307 630 | 307 629 | 51 215 CHF | 54 292 CHF | 99,09% | 99,09% |
11/11/2024 | 5,41% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 53 946 CHF | 56 946 CHF | 99,26% | 99,26% |
08/11/2024 | 5,49% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 53 176 CHF | 56 176 CHF | 99,39% | 99,39% |
07/11/2024 | 5,51% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 300 629 | 300 629 | 53 089 CHF | 56 095 CHF | 99,28% | 99,28% |