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 | 6,69% | 0,14 CHF | 0,15 CHF | 360 000 | 50 000 | 322 164 | 50 000 | 51 088 CHF | 8 494 CHF | 92,81% | 92,81% |
19/11/2024 | 7,13% | 0,15 CHF | 0,16 CHF | 340 000 | 50 000 | 347 641 | 50 000 | 50 772 CHF | 7 849 CHF | 99,53% | 99,53% |
18/11/2024 | 7,96% | 0,16 CHF | 0,17 CHF | 320 000 | 50 000 | 323 404 | 44 487 | 51 166 CHF | 7 597 CHF | 100,00% | 100,00% |
15/11/2024 | 6,87% | 0,13 CHF | 0,15 CHF | 390 000 | 50 000 | 338 349 | 50 000 | 50 994 CHF | 8 092 CHF | 92,46% | 92,46% |
14/11/2024 | 6,85% | 0,17 CHF | 0,18 CHF | 300 000 | 50 000 | 322 613 | 50 000 | 51 171 CHF | 8 498 CHF | 98,20% | 98,20% |
13/11/2024 | 7,06% | 0,15 CHF | 0,16 CHF | 340 000 | 50 000 | 329 932 | 49 700 | 51 004 CHF | 8 266 CHF | 98,35% | 98,35% |
12/11/2024 | 5,97% | 0,17 CHF | 0,18 CHF | 300 000 | 50 000 | 279 910 | 50 000 | 50 790 CHF | 9 643 CHF | 97,69% | 97,69% |
11/11/2024 | 5,03% | 0,21 CHF | 0,22 CHF | 240 000 | 50 000 | 244 002 | 50 000 | 50 240 CHF | 10 831 CHF | 100,00% | 100,00% |
08/11/2024 | 6,07% | 0,18 CHF | 0,19 CHF | 280 000 | 50 000 | 285 932 | 50 000 | 50 698 CHF | 9 433 CHF | 96,30% | 96,30% |
07/11/2024 | 5,94% | 0,17 CHF | 0,18 CHF | 300 000 | 50 000 | 276 843 | 48 588 | 50 786 CHF | 9 466 CHF | 91,03% | 91,03% |