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 | 11,20% | 0,08 CHF | 0,09 CHF | 225 000 | 225 000 | 205 734 | 205 734 | 17 325 CHF | 19 383 CHF | 99,97% | 99,97% |
19/11/2024 | 11,06% | 0,09 CHF | 0,10 CHF | 200 000 | 200 000 | 201 621 | 201 620 | 17 237 CHF | 19 253 CHF | 99,80% | 99,80% |
18/11/2024 | 11,32% | 0,09 CHF | 0,10 CHF | 200 000 | 200 000 | 207 552 | 207 550 | 17 283 CHF | 19 359 CHF | 99,95% | 99,95% |
15/11/2024 | 10,13% | 0,09 CHF | 0,10 CHF | 175 000 | 175 000 | 175 900 | 175 900 | 16 523 CHF | 18 282 CHF | 100,00% | 100,00% |
14/11/2024 | 9,52% | 0,10 CHF | 0,11 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 17 500 CHF | 19 250 CHF | 99,60% | 99,60% |
13/11/2024 | 9,07% | 0,10 CHF | 0,11 CHF | 175 000 | 175 000 | 164 042 | 164 041 | 17 275 CHF | 18 916 CHF | 99,96% | 99,96% |
12/11/2024 | 8,15% | 0,11 CHF | 0,12 CHF | 150 000 | 150 000 | 148 318 | 148 318 | 17 485 CHF | 18 968 CHF | 99,81% | 99,81% |
11/11/2024 | 7,28% | 0,13 CHF | 0,14 CHF | 125 000 | 125 000 | 125 782 | 125 782 | 16 676 CHF | 17 933 CHF | 99,81% | 99,81% |
08/11/2024 | 7,24% | 0,12 CHF | 0,13 CHF | 125 000 | 125 000 | 126 568 | 126 566 | 16 883 CHF | 18 148 CHF | 99,81% | 99,81% |
07/11/2024 | 6,29% | 0,15 CHF | 0,16 CHF | 125 000 | 125 000 | 116 963 | 116 961 | 18 008 CHF | 19 177 CHF | 99,88% | 99,88% |