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 | 8,02% | 0,13 CHF | 0,14 CHF | 425 000 | 425 000 | 428 098 | 428 098 | 51 272 CHF | 55 553 CHF | 99,40% | 99,40% |
19/11/2024 | 9,45% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 493 635 | 493 608 | 49 820 CHF | 54 753 CHF | 98,63% | 98,63% |
18/11/2024 | 10,22% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 550 712 | 357 399 | 51 106 CHF | 37 212 CHF | 99,29% | 99,29% |
15/11/2024 | 8,82% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 478 641 | 478 641 | 51 904 CHF | 56 690 CHF | 98,28% | 98,28% |
14/11/2024 | 8,28% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 437 489 | 437 489 | 50 707 CHF | 55 082 CHF | 99,16% | 99,16% |
13/11/2024 | 8,09% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 384 330 | 384 333 | 45 535 CHF | 49 378 CHF | 99,42% | 99,42% |
12/11/2024 | 7,90% | 0,11 CHF | 0,12 CHF | 238 000 | 238 000 | 211 113 | 211 113 | 25 654 CHF | 27 765 CHF | 99,16% | 99,16% |
11/11/2024 | 7,40% | 0,13 CHF | 0,14 CHF | 200 000 | 200 000 | 198 577 | 198 577 | 25 825 CHF | 27 811 CHF | 99,21% | 99,21% |
08/11/2024 | 7,42% | 0,14 CHF | 0,15 CHF | 188 000 | 188 000 | 200 136 | 200 135 | 25 986 CHF | 27 988 CHF | 99,49% | 99,49% |
07/11/2024 | 7,37% | 0,12 CHF | 0,13 CHF | 200 000 | 200 000 | 198 459 | 198 459 | 25 961 CHF | 27 946 CHF | 99,33% | 99,33% |