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 | 8,57% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 466 281 | 466 281 | 52 035 CHF | 56 698 CHF | 99,80% | 99,80% |
19/11/2024 | 8,70% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 471 815 | 471 814 | 51 891 CHF | 56 609 CHF | 99,70% | 99,70% |
18/11/2024 | 9,46% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 498 057 | 498 057 | 50 201 CHF | 55 181 CHF | 99,70% | 99,70% |
15/11/2024 | 9,51% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 50 065 CHF | 55 065 CHF | 99,79% | 99,79% |
14/11/2024 | 9,18% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 489 713 | 489 712 | 50 921 CHF | 55 818 CHF | 99,81% | 99,81% |
13/11/2024 | 9,19% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 490 608 | 490 607 | 50 985 CHF | 55 891 CHF | 99,79% | 99,79% |
12/11/2024 | 8,72% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 471 149 | 471 149 | 51 710 CHF | 56 421 CHF | 99,49% | 99,49% |
11/11/2024 | 9,19% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 490 358 | 490 357 | 50 961 CHF | 55 864 CHF | 99,72% | 99,72% |
08/11/2024 | 9,52% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 50 010 CHF | 55 010 CHF | 99,80% | 99,80% |
07/11/2024 | 9,55% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 501 228 | 492 250 | 49 990 CHF | 54 043 CHF | 95,66% | 95,66% |