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 | 8,58% | 0,13 CHF | 0,14 CHF | 425 000 | 425 000 | 464 442 | 464 442 | 51 823 CHF | 56 468 CHF | 99,39% | 99,39% |
19/11/2024 | 8,52% | 0,13 CHF | 0,14 CHF | 425 000 | 425 000 | 459 579 | 454 892 | 51 653 CHF | 55 727 CHF | 99,27% | 99,27% |
18/11/2024 | 10,05% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 536 009 | 399 927 | 50 608 CHF | 42 416 CHF | 99,30% | 99,30% |
15/11/2024 | 9,22% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 488 986 | 488 986 | 50 659 CHF | 55 549 CHF | 99,38% | 99,38% |
14/11/2024 | 8,94% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 478 739 | 478 738 | 51 223 CHF | 56 011 CHF | 99,34% | 99,34% |
13/11/2024 | 8,39% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 454 673 | 454 673 | 51 941 CHF | 56 488 CHF | 99,36% | 99,36% |
12/11/2024 | 8,63% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 454 556 | 454 557 | 50 498 CHF | 55 044 CHF | 99,10% | 99,10% |