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 | 7,74% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 413 914 | 413 914 | 51 460 CHF | 55 600 CHF | 99,38% | 99,38% |
19/11/2024 | 7,93% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 426 235 | 426 235 | 51 641 CHF | 55 904 CHF | 99,27% | 99,27% |
18/11/2024 | 9,03% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 483 240 | 483 240 | 51 154 CHF | 55 986 CHF | 99,27% | 99,27% |
15/11/2024 | 9,90% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 532 013 | 406 443 | 51 048 CHF | 43 677 CHF | 99,39% | 99,39% |
14/11/2024 | 8,52% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 460 519 | 460 519 | 51 728 CHF | 56 333 CHF | 99,35% | 99,35% |
13/11/2024 | 8,75% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 469 850 | 469 850 | 51 396 CHF | 56 094 CHF | 99,39% | 99,39% |
12/11/2024 | 9,75% | 0,11 CHF | 0,12 CHF | 500 000 | 500 000 | 519 119 | 443 004 | 50 644 CHF | 48 126 CHF | 99,07% | 99,07% |
11/11/2024 | 11,12% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 584 385 | 294 139 | 49 650 CHF | 27 931 CHF | 99,23% | 99,23% |