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 | 9,28% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 489 462 | 489 461 | 50 374 CHF | 55 268 CHF | 99,39% | 99,39% |
19/11/2024 | 8,87% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 474 736 | 474 736 | 51 153 CHF | 55 900 CHF | 99,06% | 99,06% |
18/11/2024 | 8,49% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 460 945 | 460 945 | 51 971 CHF | 56 580 CHF | 99,23% | 99,23% |
15/11/2024 | 8,02% | 0,12 CHF | 0,13 CHF | 475 000 | 475 000 | 428 086 | 428 086 | 51 217 CHF | 55 498 CHF | 99,38% | 99,38% |
14/11/2024 | 6,90% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 372 882 | 372 882 | 52 202 CHF | 55 931 CHF | 99,33% | 99,33% |
13/11/2024 | 6,45% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 350 000 | 350 000 | 52 500 CHF | 56 000 CHF | 99,37% | 99,37% |
12/11/2024 | 6,29% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 338 960 | 338 960 | 52 169 CHF | 55 559 CHF | 99,07% | 99,07% |
11/11/2024 | 5,87% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 310 984 | 310 984 | 51 442 CHF | 54 552 CHF | 99,22% | 99,22% |
08/11/2024 | 6,50% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 352 953 | 352 953 | 52 546 CHF | 56 075 CHF | 99,38% | 99,38% |
07/11/2024 | 8,13% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 434 548 | 434 548 | 51 289 CHF | 55 634 CHF | 99,27% | 99,27% |