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 | 8,64% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 471 939 | 471 939 | 52 285 CHF | 57 004 CHF | 99,38% | 99,38% |
19/11/2024 | 9,18% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 487 789 | 487 788 | 50 786 CHF | 55 664 CHF | 99,25% | 99,25% |
18/11/2024 | 8,48% | 0,12 CHF | 0,13 CHF | 475 000 | 475 000 | 460 950 | 460 950 | 52 039 CHF | 56 649 CHF | 99,27% | 99,27% |
15/11/2024 | 8,11% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 433 196 | 433 196 | 51 238 CHF | 55 570 CHF | 99,39% | 99,39% |
14/11/2024 | 8,74% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 475 632 | 475 633 | 52 039 CHF | 56 795 CHF | 99,35% | 99,35% |
13/11/2024 | 7,87% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 418 467 | 418 468 | 51 124 CHF | 55 309 CHF | 99,36% | 99,36% |
12/11/2024 | 8,06% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 424 829 | 424 829 | 50 618 CHF | 54 866 CHF | 99,03% | 99,03% |
11/11/2024 | 7,93% | 0,13 CHF | 0,14 CHF | 425 000 | 425 000 | 426 000 | 426 000 | 51 598 CHF | 55 858 CHF | 99,28% | 99,28% |
08/11/2024 | 9,21% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 490 592 | 490 591 | 50 880 CHF | 55 786 CHF | 99,38% | 99,38% |
07/11/2024 | 9,50% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 496 993 | 496 996 | 49 832 CHF | 54 802 CHF | 99,29% | 99,29% |