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 | 7,99% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 425 028 | 425 028 | 51 071 CHF | 55 322 CHF | 99,38% | 99,38% |
19/11/2024 | 7,81% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 416 641 | 416 641 | 51 292 CHF | 55 458 CHF | 98,57% | 98,57% |
18/11/2024 | 7,26% | 0,13 CHF | 0,14 CHF | 375 000 | 375 000 | 393 310 | 393 310 | 52 192 CHF | 56 125 CHF | 99,26% | 99,26% |
15/11/2024 | 7,43% | 0,13 CHF | 0,14 CHF | 425 000 | 425 000 | 402 445 | 402 444 | 52 124 CHF | 56 149 CHF | 99,38% | 99,38% |
14/11/2024 | 7,42% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 401 252 | 401 252 | 52 050 CHF | 56 063 CHF | 99,37% | 99,37% |
13/11/2024 | 7,69% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 412 056 | 412 056 | 51 531 CHF | 55 651 CHF | 99,38% | 99,38% |
12/11/2024 | 7,63% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 408 937 | 408 937 | 51 545 CHF | 55 634 CHF | 99,08% | 99,08% |
11/11/2024 | 6,99% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 380 013 | 380 013 | 52 502 CHF | 56 302 CHF | 99,24% | 99,24% |
08/11/2024 | 8,21% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 440 162 | 440 162 | 51 412 CHF | 55 814 CHF | 99,39% | 99,39% |
07/11/2024 | 8,22% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 442 461 | 432 695 | 51 627 CHF | 55 032 CHF | 99,22% | 99,22% |