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 | 7,37% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 398 390 | 398 390 | 52 069 CHF | 56 053 CHF | 99,37% | 99,37% |
19/11/2024 | 7,03% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 379 424 | 379 424 | 52 113 CHF | 55 907 CHF | 96,20% | 96,20% |
18/11/2024 | 6,03% | 0,14 CHF | 0,15 CHF | 325 000 | 325 000 | 322 675 | 322 675 | 51 885 CHF | 55 112 CHF | 99,26% | 99,26% |
15/11/2024 | 5,22% | 0,19 CHF | 0,20 CHF | 300 000 | 300 000 | 281 424 | 281 424 | 52 482 CHF | 55 296 CHF | 99,38% | 99,38% |
14/11/2024 | 3,60% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 198 134 | 198 134 | 54 289 CHF | 56 270 CHF | 99,35% | 99,35% |
13/11/2024 | 2,98% | 0,34 CHF | 0,35 CHF | 175 000 | 175 000 | 167 447 | 167 448 | 55 243 CHF | 56 917 CHF | 99,38% | 99,38% |
12/11/2024 | 2,62% | 0,34 CHF | 0,35 CHF | 150 000 | 150 000 | 145 535 | 145 535 | 54 788 CHF | 56 244 CHF | 99,09% | 99,09% |
11/11/2024 | 2,31% | 0,46 CHF | 0,47 CHF | 125 000 | 125 000 | 125 436 | 125 436 | 53 835 CHF | 55 090 CHF | 99,23% | 99,23% |
08/11/2024 | 2,82% | 0,42 CHF | 0,43 CHF | 150 000 | 150 000 | 159 853 | 159 853 | 55 800 CHF | 57 399 CHF | 99,38% | 99,38% |
07/11/2024 | 4,86% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 259 059 | 259 059 | 52 028 CHF | 54 619 CHF | 99,26% | 99,26% |