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 | 375 846 | 375 846 | 52 596 CHF | 56 354 CHF | 99,81% | 99,81% |
19/11/2024 | 7,72% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 412 995 | 412 996 | 51 475 CHF | 55 605 CHF | 99,71% | 99,71% |
18/11/2024 | 7,41% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 398 691 | 398 691 | 51 830 CHF | 55 817 CHF | 99,70% | 99,70% |
15/11/2024 | 7,13% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 385 760 | 385 759 | 52 212 CHF | 56 069 CHF | 99,80% | 99,80% |
14/11/2024 | 6,71% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 364 590 | 364 591 | 52 522 CHF | 56 169 CHF | 99,80% | 99,80% |
13/11/2024 | 6,90% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 375 000 | 375 000 | 52 500 CHF | 56 250 CHF | 99,80% | 99,80% |
12/11/2024 | 7,10% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 383 367 | 383 368 | 52 113 CHF | 55 946 CHF | 99,50% | 99,50% |
11/11/2024 | 7,37% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 397 352 | 397 351 | 51 913 CHF | 55 886 CHF | 99,70% | 99,70% |
08/11/2024 | 7,41% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 399 649 | 399 649 | 51 954 CHF | 55 951 CHF | 99,81% | 99,81% |
07/11/2024 | 6,60% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 357 544 | 357 544 | 52 396 CHF | 55 972 CHF | 95,69% | 95,69% |