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 | 6,14% | 0,14 CHF | 0,15 CHF | 350 000 | 350 000 | 329 764 | 329 764 | 52 082 CHF | 55 379 CHF | 99,10% | 99,10% |
19/11/2024 | 6,17% | 0,16 CHF | 0,17 CHF | 350 000 | 350 000 | 333 337 | 333 330 | 52 405 CHF | 55 737 CHF | 97,85% | 97,85% |
18/11/2024 | 6,34% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 342 680 | 342 680 | 52 360 CHF | 55 786 CHF | 99,11% | 99,11% |
15/11/2024 | 6,72% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 363 177 | 363 176 | 52 213 CHF | 55 845 CHF | 99,48% | 99,48% |
14/11/2024 | 6,35% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 343 275 | 343 274 | 52 316 CHF | 55 749 CHF | 99,17% | 99,17% |
13/11/2024 | 6,19% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 297 820 | 297 820 | 46 481 CHF | 49 459 CHF | 98,77% | 98,77% |
12/11/2024 | 6,27% | 0,16 CHF | 0,17 CHF | 163 000 | 163 000 | 169 106 | 169 107 | 26 122 CHF | 27 814 CHF | 98,43% | 98,43% |
11/11/2024 | 6,42% | 0,16 CHF | 0,17 CHF | 150 000 | 150 000 | 172 772 | 172 772 | 26 051 CHF | 27 778 CHF | 98,94% | 98,94% |
08/11/2024 | 7,24% | 0,15 CHF | 0,16 CHF | 175 000 | 175 000 | 195 838 | 195 838 | 26 074 CHF | 28 033 CHF | 99,32% | 99,32% |
07/11/2024 | 6,92% | 0,13 CHF | 0,14 CHF | 200 000 | 200 000 | 188 510 | 188 510 | 26 289 CHF | 28 174 CHF | 99,17% | 99,17% |