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 | 8,98% | 0,10 CHF | 0,11 CHF | 475 000 | 475 000 | 484 450 | 478 696 | 51 589 CHF | 55 813 CHF | 98,98% | 98,98% |
19/11/2024 | 8,59% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 467 957 | 467 956 | 52 117 CHF | 56 796 CHF | 97,62% | 97,62% |
18/11/2024 | 9,56% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 504 000 | 470 077 | 50 271 CHF | 51 890 CHF | 99,30% | 99,30% |
15/11/2024 | 8,81% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 475 068 | 475 067 | 51 572 CHF | 56 322 CHF | 98,66% | 98,66% |
14/11/2024 | 8,38% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 453 978 | 453 982 | 51 880 CHF | 56 421 CHF | 99,37% | 99,37% |
13/11/2024 | 7,64% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 367 110 | 367 117 | 46 214 CHF | 49 886 CHF | 99,10% | 99,10% |
12/11/2024 | 8,02% | 0,12 CHF | 0,13 CHF | 200 000 | 200 000 | 213 883 | 213 883 | 25 605 CHF | 27 744 CHF | 98,89% | 98,89% |
11/11/2024 | 6,81% | 0,13 CHF | 0,14 CHF | 188 000 | 188 000 | 183 826 | 183 826 | 26 073 CHF | 27 912 CHF | 99,01% | 99,01% |
08/11/2024 | 5,37% | 0,17 CHF | 0,18 CHF | 163 000 | 163 000 | 145 915 | 145 915 | 26 450 CHF | 27 909 CHF | 99,29% | 99,29% |
07/11/2024 | 6,61% | 0,17 CHF | 0,18 CHF | 163 000 | 163 000 | 180 790 | 180 793 | 26 435 CHF | 28 244 CHF | 99,20% | 99,20% |