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 | 8,46% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 459 245 | 459 245 | 51 958 CHF | 56 550 CHF | 99,37% | 99,37% |
19/11/2024 | 8,31% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 446 972 | 437 548 | 51 589 CHF | 55 086 CHF | 99,27% | 99,27% |
18/11/2024 | 10,20% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 550 956 | 364 121 | 51 247 CHF | 37 904 CHF | 99,27% | 99,27% |
15/11/2024 | 9,08% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 482 208 | 482 208 | 50 755 CHF | 55 577 CHF | 99,39% | 99,39% |
14/11/2024 | 7,21% | 0,12 CHF | 0,13 CHF | 400 000 | 400 000 | 387 054 | 387 054 | 51 768 CHF | 55 639 CHF | 99,36% | 99,36% |
13/11/2024 | 6,07% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 326 188 | 326 188 | 52 111 CHF | 55 373 CHF | 99,38% | 99,38% |
12/11/2024 | 8,30% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 449 110 | 449 110 | 51 881 CHF | 56 372 CHF | 99,06% | 99,06% |
11/11/2024 | 7,76% | 0,11 CHF | 0,12 CHF | 425 000 | 425 000 | 412 944 | 412 944 | 51 228 CHF | 55 357 CHF | 99,27% | 99,27% |
08/11/2024 | 7,38% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 400 826 | 396 051 | 52 294 CHF | 55 682 CHF | 99,38% | 99,38% |
07/11/2024 | 9,14% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 484 400 | 456 189 | 50 624 CHF | 52 601 CHF | 99,24% | 99,24% |