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 | 8,22% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 437 220 | 437 220 | 51 023 CHF | 55 395 CHF | 99,48% | 99,48% |
19/11/2024 | 8,21% | 0,12 CHF | 0,13 CHF | 475 000 | 475 000 | 441 543 | 441 541 | 51 628 CHF | 56 043 CHF | 95,65% | 95,65% |
18/11/2024 | 8,54% | 0,12 CHF | 0,13 CHF | 475 000 | 475 000 | 464 485 | 464 461 | 52 099 CHF | 56 741 CHF | 99,17% | 99,17% |
15/11/2024 | 9,34% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 489 986 | 481 442 | 50 067 CHF | 54 085 CHF | 99,35% | 99,35% |
14/11/2024 | 8,09% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 434 690 | 434 711 | 51 559 CHF | 55 909 CHF | 99,35% | 99,35% |
13/11/2024 | 8,23% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 396 004 | 395 995 | 45 962 CHF | 49 922 CHF | 99,43% | 99,43% |
12/11/2024 | 8,09% | 0,12 CHF | 0,13 CHF | 213 000 | 213 000 | 215 435 | 215 435 | 25 566 CHF | 27 720 CHF | 98,51% | 98,51% |
11/11/2024 | 8,56% | 0,13 CHF | 0,14 CHF | 200 000 | 200 000 | 232 509 | 232 509 | 26 018 CHF | 28 343 CHF | 99,33% | 99,33% |
08/11/2024 | 10,22% | 0,11 CHF | 0,12 CHF | 238 000 | 238 000 | 279 334 | 167 224 | 25 940 CHF | 17 513 CHF | 99,43% | 99,43% |
07/11/2024 | 9,02% | 0,09 CHF | 0,10 CHF | 288 000 | 150 000 | 246 477 | 226 215 | 26 127 CHF | 26 495 CHF | 99,11% | 99,11% |