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 | 9,24% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 491 258 | 491 258 | 50 771 CHF | 55 684 CHF | 99,36% | 99,36% |
20/11/2024 | 7,64% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 409 559 | 409 559 | 51 576 CHF | 55 672 CHF | 99,38% | 99,38% |
19/11/2024 | 7,41% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 400 192 | 400 192 | 51 987 CHF | 55 989 CHF | 99,24% | 99,24% |
18/11/2024 | 7,50% | 0,13 CHF | 0,14 CHF | 425 000 | 425 000 | 406 123 | 406 123 | 52 124 CHF | 56 185 CHF | 99,27% | 99,27% |
15/11/2024 | 8,34% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 448 660 | 448 660 | 51 548 CHF | 56 034 CHF | 99,38% | 99,38% |
14/11/2024 | 6,66% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 361 559 | 361 559 | 52 500 CHF | 56 116 CHF | 99,39% | 99,39% |
13/11/2024 | 6,71% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 364 274 | 364 274 | 52 463 CHF | 56 105 CHF | 99,36% | 99,36% |
12/11/2024 | 8,00% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 422 623 | 422 623 | 50 686 CHF | 54 913 CHF | 99,08% | 99,08% |
11/11/2024 | 7,95% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 426 461 | 426 461 | 51 532 CHF | 55 796 CHF | 99,24% | 99,24% |
08/11/2024 | 7,96% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 422 603 | 422 604 | 50 977 CHF | 55 203 CHF | 99,38% | 99,38% |