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 | 8,95% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 481 692 | 481 692 | 51 469 CHF | 56 285 CHF | 99,38% | 99,38% |
19/11/2024 | 8,76% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 470 151 | 470 151 | 51 373 CHF | 56 074 CHF | 99,27% | 99,27% |
18/11/2024 | 7,91% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 421 342 | 421 342 | 51 200 CHF | 55 414 CHF | 99,25% | 99,25% |
15/11/2024 | 7,40% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 399 328 | 399 328 | 51 944 CHF | 55 937 CHF | 99,39% | 99,39% |
14/11/2024 | 8,01% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 425 512 | 425 512 | 50 967 CHF | 55 222 CHF | 99,35% | 99,35% |
13/11/2024 | 7,66% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 410 102 | 410 102 | 51 486 CHF | 55 587 CHF | 99,38% | 99,38% |
12/11/2024 | 7,01% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 379 484 | 379 484 | 52 266 CHF | 56 061 CHF | 99,07% | 99,07% |
11/11/2024 | 6,45% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 350 000 | 350 000 | 52 497 CHF | 55 997 CHF | 99,25% | 99,25% |
08/11/2024 | 6,43% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 348 352 | 348 352 | 52 453 CHF | 55 936 CHF | 99,39% | 99,39% |
07/11/2024 | 6,57% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 356 637 | 356 637 | 52 503 CHF | 56 069 CHF | 99,28% | 99,28% |