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 | 9,19% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 490 878 | 490 878 | 51 047 CHF | 55 956 CHF | 99,37% | 99,37% |
19/11/2024 | 9,51% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 497 125 | 497 125 | 49 786 CHF | 54 757 CHF | 99,28% | 99,28% |
18/11/2024 | 9,16% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 487 405 | 487 405 | 50 845 CHF | 55 719 CHF | 99,27% | 99,27% |
15/11/2024 | 8,70% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 476 012 | 476 012 | 52 307 CHF | 57 068 CHF | 99,39% | 99,39% |
14/11/2024 | 9,52% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 499 283 | 499 283 | 49 969 CHF | 54 962 CHF | 99,36% | 99,36% |
13/11/2024 | 8,61% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 466 133 | 466 133 | 51 817 CHF | 56 478 CHF | 99,36% | 99,36% |
12/11/2024 | 8,72% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 473 334 | 473 334 | 51 897 CHF | 56 631 CHF | 99,04% | 99,04% |
11/11/2024 | 8,61% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 463 292 | 463 291 | 51 496 CHF | 56 129 CHF | 99,24% | 99,24% |
08/11/2024 | 9,55% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 502 393 | 493 619 | 50 089 CHF | 54 220 CHF | 99,38% | 99,38% |
07/11/2024 | 10,33% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 561 532 | 327 010 | 51 556 CHF | 33 514 CHF | 99,27% | 99,27% |