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 | 8,49% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 434 475 | 434 474 | 49 022 CHF | 53 367 CHF | 99,97% | 99,97% |
19/11/2024 | 8,00% | 0,12 CHF | 0,13 CHF | 400 000 | 400 000 | 398 586 | 398 587 | 47 822 CHF | 51 808 CHF | 99,80% | 99,80% |
18/11/2024 | 8,10% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 409 979 | 409 976 | 48 572 CHF | 52 671 CHF | 99,91% | 99,91% |
15/11/2024 | 8,71% | 0,11 CHF | 0,12 CHF | 450 000 | 450 000 | 464 925 | 464 924 | 51 033 CHF | 55 682 CHF | 100,00% | 100,00% |
14/11/2024 | 8,83% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 466 612 | 466 605 | 50 546 CHF | 55 211 CHF | 99,64% | 99,64% |
13/11/2024 | 8,04% | 0,11 CHF | 0,12 CHF | 425 000 | 425 000 | 414 667 | 414 670 | 49 544 CHF | 53 691 CHF | 99,95% | 99,95% |
12/11/2024 | 9,71% | 0,11 CHF | 0,12 CHF | 425 000 | 425 000 | 504 226 | 427 359 | 49 451 CHF | 46 732 CHF | 99,79% | 99,79% |
11/11/2024 | 10,55% | 0,09 CHF | 0,10 CHF | 550 000 | 300 000 | 560 575 | 303 705 | 50 309 CHF | 30 296 CHF | 99,77% | 99,77% |
08/11/2024 | 9,39% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 493 549 | 493 546 | 50 117 CHF | 55 052 CHF | 99,89% | 99,89% |
07/11/2024 | 8,94% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 470 874 | 470 873 | 50 313 CHF | 55 021 CHF | 99,89% | 99,89% |