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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 6,97% | 0,13 CHF | 0,14 CHF | 375 000 | 375 000 | 376 609 | 376 609 | 52 168 CHF | 55 934 CHF | 99,39% | 99,39% |
20/11/2024 | 8,05% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 427 719 | 427 719 | 50 971 CHF | 55 249 CHF | 99,39% | 99,39% |
19/11/2024 | 8,24% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 443 270 | 443 270 | 51 588 CHF | 56 021 CHF | 98,47% | 98,47% |
18/11/2024 | 8,15% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 436 419 | 436 419 | 51 353 CHF | 55 717 CHF | 99,28% | 99,28% |
15/11/2024 | 7,36% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 397 404 | 397 403 | 52 029 CHF | 56 003 CHF | 99,37% | 99,37% |
14/11/2024 | 8,97% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 481 373 | 481 373 | 51 300 CHF | 56 113 CHF | 99,38% | 99,38% |
13/11/2024 | 8,91% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 476 261 | 476 261 | 51 121 CHF | 55 883 CHF | 99,36% | 99,36% |
12/11/2024 | 7,42% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 400 268 | 400 268 | 51 940 CHF | 55 942 CHF | 99,08% | 99,08% |
11/11/2024 | 7,54% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 405 350 | 405 350 | 51 741 CHF | 55 794 CHF | 99,26% | 99,26% |
08/11/2024 | 7,39% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 399 065 | 399 065 | 52 019 CHF | 56 009 CHF | 99,39% | 99,39% |