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 | 6,95% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 377 448 | 377 448 | 52 464 CHF | 56 239 CHF | 99,37% | 99,37% |
19/11/2024 | 7,11% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 384 805 | 384 805 | 52 218 CHF | 56 066 CHF | 98,56% | 98,56% |
18/11/2024 | 8,42% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 454 822 | 454 822 | 51 720 CHF | 56 268 CHF | 99,28% | 99,28% |
15/11/2024 | 7,78% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 414 329 | 414 329 | 51 223 CHF | 55 366 CHF | 99,37% | 99,37% |
14/11/2024 | 5,89% | 0,15 CHF | 0,16 CHF | 325 000 | 325 000 | 312 096 | 312 096 | 51 444 CHF | 54 565 CHF | 99,35% | 99,35% |
13/11/2024 | 6,22% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 334 851 | 334 851 | 52 132 CHF | 55 481 CHF | 99,37% | 99,37% |
12/11/2024 | 6,55% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 355 816 | 355 815 | 52 525 CHF | 56 083 CHF | 99,08% | 99,08% |
11/11/2024 | 7,42% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 399 908 | 399 908 | 51 938 CHF | 55 937 CHF | 99,26% | 99,26% |
08/11/2024 | 6,83% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 373 060 | 373 060 | 52 764 CHF | 56 495 CHF | 99,39% | 99,39% |
07/11/2024 | 9,00% | 0,10 CHF | 0,11 CHF | 475 000 | 475 000 | 482 508 | 463 838 | 51 267 CHF | 54 135 CHF | 99,24% | 99,24% |