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 | 8,01% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 424 299 | 424 299 | 50 883 CHF | 55 126 CHF | 99,80% | 99,80% |
19/11/2024 | 7,73% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 413 389 | 413 389 | 51 419 CHF | 55 553 CHF | 99,71% | 99,71% |
18/11/2024 | 8,37% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 451 079 | 451 078 | 51 617 CHF | 56 128 CHF | 99,71% | 99,71% |
15/11/2024 | 8,59% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 466 369 | 466 369 | 51 944 CHF | 56 607 CHF | 99,79% | 99,79% |
14/11/2024 | 8,21% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 440 598 | 440 597 | 51 469 CHF | 55 875 CHF | 99,80% | 99,80% |
13/11/2024 | 7,49% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 402 885 | 402 885 | 51 805 CHF | 55 834 CHF | 99,80% | 99,80% |
12/11/2024 | 7,01% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 379 435 | 379 435 | 52 213 CHF | 56 008 CHF | 99,50% | 99,50% |
11/11/2024 | 6,90% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 373 804 | 373 803 | 52 333 CHF | 56 071 CHF | 99,70% | 99,70% |
08/11/2024 | 6,07% | 0,15 CHF | 0,16 CHF | 325 000 | 325 000 | 323 433 | 323 432 | 51 713 CHF | 54 947 CHF | 99,81% | 99,81% |
07/11/2024 | 6,20% | 0,16 CHF | 0,17 CHF | 300 000 | 300 000 | 332 755 | 332 755 | 52 032 CHF | 55 360 CHF | 95,67% | 95,67% |