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 | 10,48% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 569 849 | 313 736 | 51 542 CHF | 31 609 CHF | 99,37% | 99,37% |
19/11/2024 | 8,90% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 476 738 | 476 738 | 51 219 CHF | 55 986 CHF | 99,06% | 99,06% |
18/11/2024 | 6,90% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 375 000 | 375 000 | 52 500 CHF | 56 250 CHF | 99,30% | 99,30% |
15/11/2024 | 6,77% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 367 784 | 367 784 | 52 453 CHF | 56 131 CHF | 99,39% | 99,39% |
14/11/2024 | 6,45% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 350 000 | 350 000 | 52 500 CHF | 56 000 CHF | 99,34% | 99,34% |
13/11/2024 | 6,49% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 351 306 | 351 306 | 52 412 CHF | 55 925 CHF | 99,36% | 99,36% |
12/11/2024 | 6,74% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 367 033 | 367 033 | 52 607 CHF | 56 278 CHF | 99,08% | 99,08% |
11/11/2024 | 6,90% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 375 000 | 375 000 | 52 500 CHF | 56 250 CHF | 99,30% | 99,30% |
08/11/2024 | 7,00% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 380 519 | 380 519 | 52 476 CHF | 56 281 CHF | 99,38% | 99,38% |
07/11/2024 | 7,50% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 402 990 | 402 989 | 51 761 CHF | 55 791 CHF | 99,26% | 99,26% |