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 | 8,54% | 0,12 CHF | 0,13 CHF | 450 000 | 450 000 | 488 558 | 488 558 | 54 784 CHF | 59 669 CHF | 99,49% | 99,49% |
19/11/2024 | 7,19% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 404 853 | 404 807 | 54 319 CHF | 58 361 CHF | 98,74% | 98,74% |
18/11/2024 | 6,93% | 0,13 CHF | 0,14 CHF | 425 000 | 425 000 | 382 776 | 382 775 | 53 323 CHF | 57 151 CHF | 99,19% | 99,19% |
15/11/2024 | 6,78% | 0,15 CHF | 0,16 CHF | 375 000 | 375 000 | 385 488 | 385 502 | 54 926 CHF | 58 783 CHF | 99,32% | 99,32% |
14/11/2024 | 7,40% | 0,13 CHF | 0,14 CHF | 450 000 | 450 000 | 432 785 | 432 746 | 56 310 CHF | 60 633 CHF | 98,72% | 98,72% |
13/11/2024 | 7,29% | 0,12 CHF | 0,13 CHF | 500 000 | 500 000 | 372 040 | 372 040 | 48 773 CHF | 52 494 CHF | 98,87% | 98,87% |
12/11/2024 | 6,86% | 0,15 CHF | 0,16 CHF | 188 000 | 188 000 | 191 256 | 191 255 | 26 927 CHF | 28 840 CHF | 98,90% | 98,90% |
11/11/2024 | 6,22% | 0,15 CHF | 0,16 CHF | 175 000 | 175 000 | 171 854 | 171 854 | 26 776 CHF | 28 494 CHF | 99,11% | 99,11% |
08/11/2024 | 5,82% | 0,17 CHF | 0,18 CHF | 150 000 | 150 000 | 159 268 | 159 258 | 26 596 CHF | 28 187 CHF | 99,39% | 99,39% |
07/11/2024 | 4,98% | 0,18 CHF | 0,19 CHF | 138 000 | 138 000 | 138 476 | 138 480 | 27 119 CHF | 28 505 CHF | 99,17% | 99,17% |