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 | 7,22% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 388 941 | 388 941 | 51 982 CHF | 55 871 CHF | 99,38% | 99,38% |
19/11/2024 | 6,10% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 326 371 | 326 371 | 51 864 CHF | 55 128 CHF | 99,26% | 99,26% |
18/11/2024 | 6,67% | 0,13 CHF | 0,14 CHF | 375 000 | 375 000 | 360 184 | 360 184 | 52 195 CHF | 55 797 CHF | 99,28% | 99,28% |
15/11/2024 | 6,71% | 0,14 CHF | 0,15 CHF | 350 000 | 350 000 | 361 995 | 361 995 | 52 110 CHF | 55 730 CHF | 99,39% | 99,39% |
14/11/2024 | 5,66% | 0,16 CHF | 0,17 CHF | 300 000 | 300 000 | 302 741 | 302 741 | 51 995 CHF | 55 023 CHF | 99,35% | 99,35% |
13/11/2024 | 6,68% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 361 598 | 361 598 | 52 358 CHF | 55 974 CHF | 99,36% | 99,36% |
12/11/2024 | 6,36% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 345 589 | 345 589 | 52 642 CHF | 56 098 CHF | 99,05% | 99,05% |
11/11/2024 | 6,53% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 352 342 | 352 342 | 52 163 CHF | 55 687 CHF | 99,23% | 99,23% |
08/11/2024 | 5,23% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 281 305 | 281 305 | 52 398 CHF | 55 211 CHF | 99,37% | 99,37% |
07/11/2024 | 4,46% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 243 260 | 243 260 | 53 326 CHF | 55 758 CHF | 99,27% | 99,27% |