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 | 9,50% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 497 442 | 497 442 | 49 913 CHF | 54 888 CHF | 99,37% | 99,37% |
19/11/2024 | 8,88% | 0,11 CHF | 0,12 CHF | 500 000 | 500 000 | 478 864 | 478 865 | 51 578 CHF | 56 366 CHF | 98,57% | 98,57% |
18/11/2024 | 7,52% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 405 025 | 405 025 | 51 901 CHF | 55 951 CHF | 99,26% | 99,26% |
15/11/2024 | 7,56% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 405 771 | 405 771 | 51 663 CHF | 55 721 CHF | 99,37% | 99,37% |
14/11/2024 | 7,42% | 0,13 CHF | 0,14 CHF | 375 000 | 375 000 | 399 271 | 399 272 | 51 821 CHF | 55 814 CHF | 99,39% | 99,39% |
13/11/2024 | 7,64% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 409 389 | 409 388 | 51 562 CHF | 55 655 CHF | 99,39% | 99,39% |
12/11/2024 | 6,53% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 354 087 | 354 086 | 52 459 CHF | 56 000 CHF | 99,07% | 99,07% |
11/11/2024 | 6,16% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 331 388 | 331 388 | 52 115 CHF | 55 429 CHF | 99,23% | 99,23% |
08/11/2024 | 6,31% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 340 898 | 340 898 | 52 299 CHF | 55 708 CHF | 99,38% | 99,38% |
07/11/2024 | 5,83% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 309 393 | 309 393 | 51 458 CHF | 54 552 CHF | 99,28% | 99,28% |