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 | 9,36% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 493 921 | 493 921 | 50 349 CHF | 55 288 CHF | 99,80% | 99,80% |
19/11/2024 | 8,02% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 427 107 | 427 107 | 51 085 CHF | 55 356 CHF | 99,70% | 99,70% |
18/11/2024 | 8,33% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 447 019 | 447 018 | 51 402 CHF | 55 872 CHF | 99,70% | 99,70% |
15/11/2024 | 8,65% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 470 993 | 470 993 | 52 076 CHF | 56 786 CHF | 99,80% | 99,80% |
14/11/2024 | 8,70% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 475 000 | 475 000 | 52 251 CHF | 57 001 CHF | 99,81% | 99,81% |
13/11/2024 | 8,70% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 475 000 | 475 000 | 52 250 CHF | 57 000 CHF | 99,80% | 99,80% |
12/11/2024 | 8,31% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 446 914 | 446 915 | 51 506 CHF | 55 975 CHF | 99,49% | 99,49% |
11/11/2024 | 8,70% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 472 960 | 472 960 | 52 026 CHF | 56 755 CHF | 99,70% | 99,70% |
08/11/2024 | 8,70% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 475 000 | 475 000 | 52 250 CHF | 57 000 CHF | 99,81% | 99,81% |
07/11/2024 | 8,71% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 474 506 | 474 504 | 52 111 CHF | 56 856 CHF | 95,68% | 95,68% |