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 | 4,27% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 230 088 | 230 088 | 52 769 CHF | 55 070 CHF | 99,38% | 99,38% |
19/11/2024 | 4,41% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 237 753 | 237 753 | 52 768 CHF | 55 145 CHF | 99,26% | 99,26% |
18/11/2024 | 5,23% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 280 570 | 280 570 | 52 194 CHF | 55 000 CHF | 99,31% | 99,31% |
15/11/2024 | 6,18% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 332 718 | 332 719 | 52 194 CHF | 55 522 CHF | 99,37% | 99,37% |
14/11/2024 | 8,10% | 0,13 CHF | 0,14 CHF | 375 000 | 375 000 | 436 842 | 432 509 | 51 813 CHF | 55 699 CHF | 99,38% | 99,38% |
13/11/2024 | 9,27% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 494 451 | 472 106 | 50 891 CHF | 53 532 CHF | 99,38% | 99,38% |
12/11/2024 | 9,91% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 526 041 | 432 877 | 50 434 CHF | 46 472 CHF | 99,08% | 99,08% |
11/11/2024 | 11,11% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 597 521 | 305 800 | 50 834 CHF | 29 083 CHF | 99,26% | 99,26% |
08/11/2024 | 10,00% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 530 372 | 436 038 | 50 366 CHF | 46 461 CHF | 99,39% | 99,39% |
07/11/2024 | 10,27% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 549 158 | 363 436 | 50 721 CHF | 37 697 CHF | 99,27% | 99,27% |