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 | 8,40% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 449 087 | 443 254 | 51 237 CHF | 55 120 CHF | 99,46% | 99,46% |
19/11/2024 | 7,32% | 0,13 CHF | 0,14 CHF | 375 000 | 375 000 | 391 353 | 391 352 | 51 527 CHF | 55 440 CHF | 98,76% | 98,76% |
18/11/2024 | 8,24% | 0,13 CHF | 0,14 CHF | 425 000 | 425 000 | 440 120 | 440 120 | 51 198 CHF | 55 599 CHF | 99,29% | 99,29% |
15/11/2024 | 7,44% | 0,14 CHF | 0,15 CHF | 350 000 | 350 000 | 397 577 | 397 577 | 51 510 CHF | 55 486 CHF | 99,36% | 99,36% |
14/11/2024 | 6,98% | 0,13 CHF | 0,14 CHF | 375 000 | 375 000 | 378 027 | 378 027 | 52 321 CHF | 56 101 CHF | 99,29% | 99,29% |
13/11/2024 | 9,01% | 0,12 CHF | 0,13 CHF | 400 000 | 400 000 | 434 326 | 431 506 | 46 224 CHF | 50 242 CHF | 94,55% | 94,55% |
12/11/2024 | 6,57% | 0,12 CHF | 0,13 CHF | 188 000 | 188 000 | 176 105 | 176 105 | 25 938 CHF | 27 699 CHF | 98,86% | 98,86% |
11/11/2024 | 8,82% | 0,16 CHF | 0,17 CHF | 150 000 | 150 000 | 231 055 | 223 606 | 25 054 CHF | 26 592 CHF | 99,33% | 99,33% |
08/11/2024 | 10,76% | 0,10 CHF | 0,11 CHF | 250 000 | 250 000 | 289 802 | 168 339 | 25 490 CHF | 16 781 CHF | 99,41% | 99,41% |
07/11/2024 | 10,49% | 0,09 CHF | 0,10 CHF | 288 000 | 150 000 | 284 418 | 155 238 | 25 700 CHF | 15 603 CHF | 98,79% | 98,79% |