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 | 7,97% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 426 394 | 426 395 | 51 345 CHF | 55 609 CHF | 99,37% | 99,37% |
19/11/2024 | 7,99% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 429 745 | 429 746 | 51 633 CHF | 55 930 CHF | 99,27% | 99,27% |
18/11/2024 | 9,04% | 0,11 CHF | 0,12 CHF | 500 000 | 500 000 | 484 690 | 484 690 | 51 235 CHF | 56 082 CHF | 99,26% | 99,26% |
15/11/2024 | 8,59% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 467 589 | 467 589 | 52 099 CHF | 56 775 CHF | 99,37% | 99,37% |
14/11/2024 | 8,56% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 465 415 | 465 415 | 52 064 CHF | 56 718 CHF | 99,35% | 99,35% |
13/11/2024 | 8,11% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 433 972 | 433 972 | 51 337 CHF | 55 677 CHF | 99,35% | 99,35% |
12/11/2024 | 8,30% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 447 258 | 447 258 | 51 626 CHF | 56 099 CHF | 99,08% | 99,08% |
11/11/2024 | 9,38% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 494 920 | 483 409 | 50 350 CHF | 54 123 CHF | 99,22% | 99,22% |
08/11/2024 | 7,51% | 0,13 CHF | 0,14 CHF | 425 000 | 425 000 | 404 811 | 404 811 | 51 935 CHF | 55 983 CHF | 99,39% | 99,39% |
07/11/2024 | 7,52% | 0,13 CHF | 0,14 CHF | 425 000 | 425 000 | 402 600 | 402 600 | 51 519 CHF | 55 545 CHF | 99,24% | 99,24% |