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 | 7,52% | 0,12 CHF | 0,13 CHF | 420 000 | 75 000 | 395 472 | 75 000 | 50 636 CHF | 10 363 CHF | 100,00% | 100,00% |
19/11/2024 | 7,57% | 0,12 CHF | 0,13 CHF | 420 000 | 75 000 | 397 816 | 75 000 | 50 595 CHF | 10 305 CHF | 99,99% | 99,99% |
18/11/2024 | 7,48% | 0,14 CHF | 0,15 CHF | 360 000 | 75 000 | 390 991 | 63 973 | 50 632 CHF | 8 950 CHF | 100,00% | 100,00% |
15/11/2024 | 8,86% | 0,13 CHF | 0,14 CHF | 390 000 | 75 000 | 246 006 | 61 326 | 33 974 CHF | 9 221 CHF | 100,00% | 100,00% |
14/11/2024 | 6,41% | 0,15 CHF | 0,16 CHF | 340 000 | 75 000 | 337 262 | 75 000 | 50 972 CHF | 12 118 CHF | 99,44% | 99,44% |
13/11/2024 | 7,77% | 0,12 CHF | 0,13 CHF | 420 000 | 75 000 | 407 880 | 74 376 | 50 521 CHF | 9 969 CHF | 98,81% | 98,81% |
12/11/2024 | 7,41% | 0,12 CHF | 0,13 CHF | 420 000 | 75 000 | 389 621 | 75 000 | 50 666 CHF | 10 510 CHF | 100,00% | 100,00% |
11/11/2024 | 6,59% | 0,14 CHF | 0,15 CHF | 360 000 | 75 000 | 346 054 | 75 000 | 50 818 CHF | 11 773 CHF | 99,90% | 99,90% |
08/11/2024 | 6,38% | 0,15 CHF | 0,16 CHF | 340 000 | 75 000 | 336 389 | 75 000 | 51 023 CHF | 12 135 CHF | 97,40% | 97,40% |
07/11/2024 | 5,67% | 0,17 CHF | 0,18 CHF | 300 000 | 75 000 | 296 527 | 72 310 | 50 777 CHF | 13 209 CHF | 95,53% | 95,53% |