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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 5,79% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 309 738 | 309 738 | 51 952 CHF | 55 049 CHF | 99,36% | 99,36% |
20/11/2024 | 6,78% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 368 353 | 368 353 | 52 522 CHF | 56 205 CHF | 99,38% | 99,38% |
19/11/2024 | 6,72% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 364 140 | 364 140 | 52 377 CHF | 56 019 CHF | 99,28% | 99,28% |
18/11/2024 | 6,69% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 362 753 | 362 753 | 52 430 CHF | 56 057 CHF | 99,23% | 99,23% |
15/11/2024 | 7,77% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 417 444 | 417 444 | 51 620 CHF | 55 794 CHF | 99,39% | 99,39% |
14/11/2024 | 6,13% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 329 475 | 329 475 | 52 083 CHF | 55 378 CHF | 99,39% | 99,39% |
13/11/2024 | 6,43% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 348 164 | 348 164 | 52 410 CHF | 55 892 CHF | 99,39% | 99,39% |
12/11/2024 | 6,97% | 0,16 CHF | 0,17 CHF | 350 000 | 350 000 | 380 460 | 380 460 | 52 720 CHF | 56 524 CHF | 99,07% | 99,07% |
11/11/2024 | 9,12% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 486 116 | 486 116 | 50 949 CHF | 55 810 CHF | 99,28% | 99,28% |
08/11/2024 | 8,96% | 0,11 CHF | 0,12 CHF | 425 000 | 425 000 | 478 559 | 478 560 | 51 103 CHF | 55 888 CHF | 99,38% | 99,38% |