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 | 5,14% | 0,16 CHF | 0,17 CHF | 320 000 | 320 000 | 174 004 | 174 004 | 32 633 CHF | 34 377 CHF | 99,77% | 99,77% |
19/11/2024 | 6,54% | 0,18 CHF | 0,19 CHF | 320 000 | 320 000 | 176 514 | 176 514 | 27 550 CHF | 29 318 CHF | 100,00% | 100,00% |
18/11/2024 | 7,25% | 0,16 CHF | 0,17 CHF | 320 000 | 320 000 | 177 198 | 177 198 | 24 304 CHF | 26 079 CHF | 99,90% | 99,90% |
15/11/2024 | 6,45% | 0,11 CHF | 0,12 CHF | 325 000 | 325 000 | 175 932 | 175 932 | 26 229 CHF | 27 992 CHF | 99,72% | 99,72% |
14/11/2024 | 4,79% | 0,18 CHF | 0,19 CHF | 320 000 | 320 000 | 166 724 | 166 724 | 35 385 CHF | 37 115 CHF | 99,92% | 99,92% |
13/11/2024 | 3,90% | 0,23 CHF | 0,24 CHF | 315 000 | 315 000 | 170 527 | 170 527 | 42 932 CHF | 44 641 CHF | 99,81% | 99,81% |
12/11/2024 | 4,09% | 0,24 CHF | 0,25 CHF | 315 000 | 315 000 | 179 321 | 179 321 | 44 269 CHF | 46 066 CHF | 84,65% | 84,65% |
11/11/2024 | 4,43% | 0,24 CHF | 0,25 CHF | 315 000 | 315 000 | 167 278 | 167 278 | 38 029 CHF | 39 704 CHF | 89,70% | 89,70% |
08/11/2024 | 4,16% | 0,22 CHF | 0,23 CHF | 315 000 | 315 000 | 172 359 | 172 359 | 41 088 CHF | 42 818 CHF | 98,39% | 98,39% |
07/11/2024 | 4,74% | 0,23 CHF | 0,24 CHF | 315 000 | 315 000 | 175 415 | 175 415 | 37 285 CHF | 39 042 CHF | 99,78% | 99,78% |