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 | 6,31% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 338 708 | 338 708 | 52 023 CHF | 55 410 CHF | 99,38% | 99,38% |
19/11/2024 | 5,83% | 0,15 CHF | 0,16 CHF | 325 000 | 325 000 | 308 542 | 308 542 | 51 447 CHF | 54 532 CHF | 99,27% | 99,27% |
18/11/2024 | 6,24% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 336 498 | 336 498 | 52 249 CHF | 55 614 CHF | 99,26% | 99,26% |
15/11/2024 | 7,50% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 403 719 | 403 719 | 51 857 CHF | 55 894 CHF | 99,39% | 99,39% |
14/11/2024 | 7,14% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 386 085 | 386 084 | 52 203 CHF | 56 064 CHF | 99,35% | 99,35% |
13/11/2024 | 7,10% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 383 699 | 383 699 | 52 127 CHF | 55 964 CHF | 99,37% | 99,37% |
12/11/2024 | 7,71% | 0,13 CHF | 0,14 CHF | 425 000 | 425 000 | 416 110 | 416 110 | 51 920 CHF | 56 081 CHF | 99,06% | 99,06% |
11/11/2024 | 9,50% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 496 992 | 496 992 | 49 855 CHF | 54 825 CHF | 99,27% | 99,27% |
08/11/2024 | 8,17% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 440 811 | 440 812 | 51 719 CHF | 56 127 CHF | 99,39% | 99,39% |
07/11/2024 | 6,09% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 328 140 | 328 140 | 52 270 CHF | 55 552 CHF | 99,23% | 99,23% |