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 | 7,40% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 399 298 | 399 298 | 51 982 CHF | 55 975 CHF | 99,81% | 99,81% |
19/11/2024 | 6,89% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 374 826 | 374 826 | 52 500 CHF | 56 249 CHF | 99,71% | 99,71% |
18/11/2024 | 7,22% | 0,13 CHF | 0,14 CHF | 375 000 | 375 000 | 390 298 | 390 298 | 52 102 CHF | 56 005 CHF | 99,70% | 99,70% |
15/11/2024 | 7,40% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 399 475 | 399 475 | 51 960 CHF | 55 955 CHF | 99,79% | 99,79% |
14/11/2024 | 7,41% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 399 818 | 399 818 | 51 976 CHF | 55 975 CHF | 99,81% | 99,81% |
13/11/2024 | 7,34% | 0,13 CHF | 0,14 CHF | 375 000 | 375 000 | 394 561 | 394 561 | 51 827 CHF | 55 773 CHF | 99,80% | 99,80% |
12/11/2024 | 7,61% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 407 402 | 407 400 | 51 525 CHF | 55 599 CHF | 99,49% | 99,49% |
11/11/2024 | 8,00% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 425 000 | 425 000 | 51 000 CHF | 55 250 CHF | 99,70% | 99,70% |
08/11/2024 | 7,65% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 410 233 | 410 233 | 51 594 CHF | 55 697 CHF | 99,80% | 99,80% |
07/11/2024 | 7,71% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 411 884 | 411 884 | 51 373 CHF | 55 492 CHF | 95,68% | 95,68% |