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 | 8,12% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 438 480 | 438 480 | 51 841 CHF | 56 226 CHF | 99,49% | 99,49% |
19/11/2024 | 9,38% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 489 015 | 486 809 | 49 813 CHF | 54 480 CHF | 99,02% | 99,02% |
18/11/2024 | 7,70% | 0,11 CHF | 0,12 CHF | 425 000 | 425 000 | 409 048 | 409 049 | 51 137 CHF | 55 227 CHF | 99,32% | 99,32% |
15/11/2024 | 7,45% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 403 241 | 403 197 | 52 153 CHF | 56 180 CHF | 99,49% | 99,49% |
14/11/2024 | 7,90% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 421 196 | 421 196 | 51 214 CHF | 55 426 CHF | 99,46% | 99,46% |
13/11/2024 | 6,14% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 296 327 | 296 326 | 46 546 CHF | 49 509 CHF | 99,29% | 99,29% |
12/11/2024 | 7,67% | 0,15 CHF | 0,16 CHF | 200 000 | 200 000 | 204 803 | 204 784 | 25 691 CHF | 27 736 CHF | 98,89% | 98,89% |
11/11/2024 | 6,78% | 0,12 CHF | 0,13 CHF | 238 000 | 238 000 | 183 082 | 183 081 | 26 074 CHF | 27 904 CHF | 98,36% | 98,36% |
08/11/2024 | 5,05% | 0,17 CHF | 0,18 CHF | 150 000 | 150 000 | 130 621 | 130 621 | 25 186 CHF | 26 492 CHF | 99,41% | 99,41% |
07/11/2024 | 4,91% | 0,19 CHF | 0,20 CHF | 125 000 | 125 000 | 125 685 | 125 685 | 24 969 CHF | 26 226 CHF | 99,20% | 99,20% |