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 | 8,69% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 473 312 | 473 312 | 52 087 CHF | 56 821 CHF | 99,80% | 99,80% |
19/11/2024 | 7,52% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 405 461 | 405 462 | 51 915 CHF | 55 970 CHF | 99,71% | 99,71% |
18/11/2024 | 7,96% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 423 219 | 423 219 | 51 046 CHF | 55 278 CHF | 99,70% | 99,70% |
15/11/2024 | 7,95% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 423 650 | 423 650 | 51 144 CHF | 55 381 CHF | 99,80% | 99,80% |
14/11/2024 | 8,23% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 441 712 | 441 712 | 51 449 CHF | 55 866 CHF | 99,80% | 99,80% |
13/11/2024 | 8,20% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 438 907 | 438 907 | 51 331 CHF | 55 720 CHF | 99,80% | 99,80% |
12/11/2024 | 7,76% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 414 882 | 414 882 | 51 413 CHF | 55 561 CHF | 99,49% | 99,49% |
11/11/2024 | 8,00% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 425 000 | 425 000 | 51 000 CHF | 55 250 CHF | 99,70% | 99,70% |
08/11/2024 | 7,92% | 0,13 CHF | 0,14 CHF | 425 000 | 425 000 | 422 920 | 422 920 | 51 337 CHF | 55 566 CHF | 99,80% | 99,80% |
07/11/2024 | 8,21% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 439 034 | 439 034 | 51 267 CHF | 55 657 CHF | 95,68% | 95,68% |