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 | 5,44% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 300 325 | 300 325 | 53 733 CHF | 56 736 CHF | 99,81% | 99,81% |
19/11/2024 | 6,38% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 344 746 | 344 746 | 52 288 CHF | 55 736 CHF | 99,71% | 99,71% |
18/11/2024 | 6,07% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 325 728 | 325 728 | 51 994 CHF | 55 251 CHF | 99,70% | 99,70% |
15/11/2024 | 5,80% | 0,15 CHF | 0,16 CHF | 325 000 | 325 000 | 307 976 | 307 975 | 51 591 CHF | 54 670 CHF | 99,80% | 99,80% |
14/11/2024 | 5,41% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 53 976 CHF | 56 976 CHF | 99,80% | 99,80% |
13/11/2024 | 5,50% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 53 067 CHF | 56 067 CHF | 99,80% | 99,80% |
12/11/2024 | 5,85% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 310 178 | 310 178 | 51 457 CHF | 54 559 CHF | 99,50% | 99,50% |
11/11/2024 | 5,85% | 0,17 CHF | 0,18 CHF | 325 000 | 325 000 | 310 764 | 310 764 | 51 579 CHF | 54 687 CHF | 99,70% | 99,70% |
08/11/2024 | 5,89% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 312 486 | 312 486 | 51 511 CHF | 54 636 CHF | 99,81% | 99,81% |
07/11/2024 | 5,20% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 281 446 | 281 446 | 52 711 CHF | 55 526 CHF | 95,68% | 95,68% |