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 | 9,60% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 504 996 | 484 783 | 50 088 CHF | 53 091 CHF | 99,39% | 99,39% |
19/11/2024 | 9,14% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 485 560 | 485 559 | 50 708 CHF | 55 564 CHF | 99,28% | 99,28% |
18/11/2024 | 8,46% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 457 544 | 457 544 | 51 819 CHF | 56 394 CHF | 99,28% | 99,28% |
15/11/2024 | 8,05% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 428 684 | 428 684 | 51 110 CHF | 55 397 CHF | 99,39% | 99,39% |
14/11/2024 | 8,56% | 0,12 CHF | 0,13 CHF | 475 000 | 475 000 | 463 277 | 463 282 | 51 828 CHF | 56 461 CHF | 99,38% | 99,38% |
13/11/2024 | 8,28% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 442 058 | 442 058 | 51 166 CHF | 55 587 CHF | 99,36% | 99,36% |
12/11/2024 | 7,66% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 408 389 | 408 389 | 51 317 CHF | 55 401 CHF | 99,08% | 99,08% |
11/11/2024 | 6,90% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 366 279 | 366 279 | 51 272 CHF | 54 934 CHF | 99,26% | 99,26% |