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 | 9,92% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 529 604 | 421 055 | 50 711 CHF | 45 069 CHF | 99,36% | 99,36% |
20/11/2024 | 8,85% | 0,10 CHF | 0,11 CHF | 475 000 | 475 000 | 477 447 | 477 446 | 51 604 CHF | 56 379 CHF | 99,38% | 99,38% |
19/11/2024 | 8,70% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 472 067 | 472 067 | 51 927 CHF | 56 648 CHF | 97,47% | 97,47% |
18/11/2024 | 8,33% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 448 730 | 448 730 | 51 624 CHF | 56 111 CHF | 99,26% | 99,26% |
15/11/2024 | 9,03% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 482 901 | 482 901 | 51 119 CHF | 55 948 CHF | 99,38% | 99,38% |
14/11/2024 | 7,69% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 410 894 | 410 890 | 51 382 CHF | 55 490 CHF | 99,37% | 99,37% |
13/11/2024 | 7,69% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 413 138 | 413 137 | 51 679 CHF | 55 810 CHF | 99,38% | 99,38% |
12/11/2024 | 8,70% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 471 588 | 471 588 | 51 875 CHF | 56 591 CHF | 99,08% | 99,08% |
11/11/2024 | 8,70% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 475 000 | 475 000 | 52 250 CHF | 57 000 CHF | 99,28% | 99,28% |
08/11/2024 | 8,70% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 473 104 | 473 104 | 52 019 CHF | 56 750 CHF | 99,38% | 99,38% |