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 | 9,76% | 0,09 CHF | 0,10 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 48 807 CHF | 53 807 CHF | 99,58% | 99,58% |
19/11/2024 | 10,41% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 45 582 CHF | 50 582 CHF | 99,49% | 99,49% |
18/11/2024 | 9,19% | 0,11 CHF | 0,12 CHF | 450 000 | 450 000 | 450 000 | 450 000 | 46 838 CHF | 51 338 CHF | 99,58% | 99,58% |
15/11/2024 | 9,03% | 0,11 CHF | 0,12 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 52 999 CHF | 57 999 CHF | 98,96% | 98,96% |
14/11/2024 | 10,31% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 46 103 CHF | 51 103 CHF | 99,48% | 99,48% |
13/11/2024 | 9,79% | 0,09 CHF | 0,10 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 48 670 CHF | 53 670 CHF | 99,52% | 99,52% |
12/11/2024 | 8,93% | 0,09 CHF | 0,10 CHF | 400 000 | 400 000 | 400 000 | 400 000 | 42 878 CHF | 46 878 CHF | 99,55% | 99,55% |
11/11/2024 | 7,20% | 0,13 CHF | 0,14 CHF | 450 000 | 450 000 | 450 000 | 450 000 | 60 342 CHF | 64 842 CHF | 99,59% | 99,59% |
08/11/2024 | 7,71% | 0,12 CHF | 0,13 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 37 520 CHF | 40 520 CHF | 99,17% | 99,21% |
07/11/2024 | 6,03% | 0,17 CHF | 0,18 CHF | 350 000 | 350 000 | 350 000 | 350 000 | 56 458 CHF | 59 958 CHF | 99,54% | 99,54% |