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 | 6,56% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 354 552 | 354 555 | 52 261 CHF | 55 807 CHF | 99,30% | 99,30% |
19/11/2024 | 6,47% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 347 920 | 347 920 | 52 057 CHF | 55 537 CHF | 99,84% | 99,84% |
18/11/2024 | 6,44% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 347 706 | 347 711 | 52 282 CHF | 55 760 CHF | 100,00% | 100,00% |
15/11/2024 | 5,57% | 0,16 CHF | 0,17 CHF | 300 000 | 300 000 | 295 967 | 295 967 | 51 719 CHF | 54 679 CHF | 100,00% | 100,00% |
14/11/2024 | 5,23% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 282 804 | 282 813 | 52 644 CHF | 55 473 CHF | 100,00% | 100,00% |
13/11/2024 | 7,66% | 0,12 CHF | 0,13 CHF | 475 000 | 475 000 | 415 151 | 415 150 | 52 131 CHF | 56 282 CHF | 99,97% | 99,97% |
12/11/2024 | 6,70% | 0,12 CHF | 0,13 CHF | 400 000 | 400 000 | 362 969 | 362 970 | 52 335 CHF | 55 964 CHF | 100,00% | 100,00% |
11/11/2024 | 5,22% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 281 304 | 281 301 | 52 442 CHF | 55 254 CHF | 99,77% | 99,77% |
08/11/2024 | 4,85% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 255 530 | 255 530 | 51 423 CHF | 53 978 CHF | 100,00% | 100,00% |
07/11/2024 | 3,91% | 0,23 CHF | 0,24 CHF | 200 000 | 200 000 | 209 484 | 209 400 | 52 558 CHF | 54 633 CHF | 95,97% | 95,97% |