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 | 8,01% | 0,12 CHF | 0,13 CHF | 750 000 | 250 000 | 694 802 | 231 601 | 83 220 CHF | 30 056 CHF | 99,16% | 99,16% |
19/11/2024 | 8,18% | 0,11 CHF | 0,12 CHF | 750 000 | 250 000 | 727 765 | 242 588 | 85 425 CHF | 30 901 CHF | 99,16% | 99,16% |
18/11/2024 | 6,96% | 0,14 CHF | 0,15 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 83 416 CHF | 29 805 CHF | 99,22% | 99,22% |
15/11/2024 | 7,24% | 0,14 CHF | 0,15 CHF | 600 000 | 200 000 | 609 701 | 203 234 | 81 244 CHF | 29 114 CHF | 99,16% | 99,16% |
14/11/2024 | 7,73% | 0,13 CHF | 0,14 CHF | 600 000 | 200 000 | 660 177 | 220 059 | 81 915 CHF | 29 506 CHF | 99,15% | 99,15% |
13/11/2024 | 7,87% | 0,12 CHF | 0,13 CHF | 750 000 | 250 000 | 725 729 | 241 910 | 88 537 CHF | 31 931 CHF | 99,16% | 99,16% |
12/11/2024 | 8,19% | 0,13 CHF | 0,14 CHF | 750 000 | 250 000 | 744 326 | 248 109 | 87 414 CHF | 31 619 CHF | 99,17% | 99,17% |
11/11/2024 | 6,19% | 0,14 CHF | 0,15 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 94 084 CHF | 33 361 CHF | 99,16% | 99,16% |
08/11/2024 | 7,33% | 0,15 CHF | 0,16 CHF | 600 000 | 200 000 | 602 306 | 200 769 | 79 200 CHF | 28 408 CHF | 99,17% | 99,17% |
07/11/2024 | 7,50% | 0,13 CHF | 0,14 CHF | 600 000 | 200 000 | 617 215 | 205 738 | 79 137 CHF | 28 437 CHF | 98,18% | 98,18% |