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 | 9,27% | 0,10 CHF | 0,11 CHF | 330 000 | 330 000 | 323 784 | 323 784 | 33 426 CHF | 36 664 CHF | 100,00% | 100,00% |
19/11/2024 | 9,27% | 0,11 CHF | 0,12 CHF | 325 000 | 325 000 | 323 414 | 323 414 | 33 382 CHF | 36 616 CHF | 100,00% | 100,00% |
18/11/2024 | 7,41% | 0,14 CHF | 0,14 CHF | 320 000 | 320 000 | 318 030 | 318 030 | 41 449 CHF | 44 629 CHF | 100,00% | 100,00% |
15/11/2024 | 6,92% | 0,14 CHF | 0,15 CHF | 315 000 | 315 000 | 314 628 | 314 628 | 43 898 CHF | 47 044 CHF | 100,00% | 100,00% |
14/11/2024 | 8,65% | 0,13 CHF | 0,14 CHF | 320 000 | 320 000 | 321 005 | 321 005 | 35 764 CHF | 38 974 CHF | 99,33% | 99,33% |
13/11/2024 | 9,25% | 0,09 CHF | 0,10 CHF | 330 000 | 330 000 | 322 974 | 322 974 | 33 925 CHF | 37 155 CHF | 100,00% | 100,00% |
12/11/2024 | 6,82% | 0,13 CHF | 0,14 CHF | 320 000 | 320 000 | 315 013 | 315 013 | 44 697 CHF | 47 847 CHF | 99,94% | 99,94% |
11/11/2024 | 6,68% | 0,15 CHF | 0,16 CHF | 315 000 | 315 000 | 314 425 | 314 425 | 45 706 CHF | 48 850 CHF | 99,93% | 99,93% |
08/11/2024 | 6,95% | 0,13 CHF | 0,14 CHF | 320 000 | 320 000 | 315 067 | 315 067 | 43 897 CHF | 47 048 CHF | 99,80% | 99,80% |
07/11/2024 | 5,16% | 0,19 CHF | 0,20 CHF | 305 000 | 305 000 | 304 035 | 304 035 | 57 485 CHF | 60 525 CHF | 100,00% | 100,00% |