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 | 7,36% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 397 904 | 397 904 | 52 069 CHF | 56 048 CHF | 99,38% | 99,38% |
19/11/2024 | 7,10% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 385 017 | 385 018 | 52 289 CHF | 56 139 CHF | 95,75% | 95,75% |
18/11/2024 | 6,70% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 363 744 | 363 744 | 52 472 CHF | 56 109 CHF | 99,29% | 99,29% |
15/11/2024 | 6,34% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 342 472 | 342 472 | 52 259 CHF | 55 684 CHF | 99,38% | 99,38% |
14/11/2024 | 5,16% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 271 305 | 271 305 | 51 198 CHF | 53 911 CHF | 99,34% | 99,34% |
13/11/2024 | 4,64% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 52 671 CHF | 55 171 CHF | 99,37% | 99,37% |
12/11/2024 | 4,41% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 242 369 | 242 369 | 53 682 CHF | 56 106 CHF | 99,06% | 99,06% |
11/11/2024 | 4,08% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 214 388 | 214 388 | 51 491 CHF | 53 635 CHF | 99,22% | 99,22% |