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 | 8,00% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 425 283 | 425 283 | 51 073 CHF | 55 326 CHF | 99,45% | 99,45% |
20/11/2024 | 6,34% | 0,17 CHF | 0,18 CHF | 325 000 | 325 000 | 342 971 | 342 970 | 52 386 CHF | 55 815 CHF | 99,48% | 99,48% |
19/11/2024 | 5,91% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 317 061 | 317 061 | 52 113 CHF | 55 284 CHF | 99,35% | 99,35% |
18/11/2024 | 6,32% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 340 898 | 340 898 | 52 219 CHF | 55 628 CHF | 99,32% | 99,32% |
15/11/2024 | 6,51% | 0,16 CHF | 0,17 CHF | 350 000 | 350 000 | 354 876 | 354 873 | 52 800 CHF | 56 348 CHF | 99,33% | 99,33% |
14/11/2024 | 9,08% | 0,12 CHF | 0,13 CHF | 400 000 | 400 000 | 473 678 | 473 608 | 49 835 CHF | 54 564 CHF | 99,28% | 99,28% |
13/11/2024 | 8,84% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 422 905 | 422 893 | 45 658 CHF | 49 886 CHF | 99,10% | 99,10% |
12/11/2024 | 8,49% | 0,10 CHF | 0,11 CHF | 250 000 | 250 000 | 226 307 | 224 872 | 25 532 CHF | 27 638 CHF | 99,01% | 99,01% |
11/11/2024 | 6,76% | 0,13 CHF | 0,14 CHF | 238 000 | 238 000 | 183 582 | 183 582 | 26 225 CHF | 28 061 CHF | 99,28% | 99,28% |
08/11/2024 | 4,35% | 0,19 CHF | 0,20 CHF | 125 000 | 125 000 | 116 126 | 116 126 | 26 119 CHF | 27 281 CHF | 99,43% | 99,43% |