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 | 8,09% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 432 721 | 432 721 | 51 306 CHF | 55 633 CHF | 100,00% | 100,00% |
19/11/2024 | 8,50% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 460 504 | 460 504 | 51 874 CHF | 56 479 CHF | 99,89% | 99,89% |
18/11/2024 | 8,70% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 475 000 | 475 000 | 52 250 CHF | 57 000 CHF | 99,85% | 99,85% |
15/11/2024 | 9,14% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 488 657 | 488 657 | 51 105 CHF | 55 992 CHF | 100,00% | 100,00% |
14/11/2024 | 9,31% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 493 540 | 493 540 | 50 614 CHF | 55 549 CHF | 100,00% | 100,00% |
13/11/2024 | 8,88% | 0,10 CHF | 0,11 CHF | 475 000 | 475 000 | 480 500 | 480 500 | 51 750 CHF | 56 555 CHF | 100,00% | 100,00% |
12/11/2024 | 9,58% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 500 287 | 490 575 | 49 720 CHF | 53 699 CHF | 99,68% | 99,68% |
11/11/2024 | 10,61% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 578 414 | 301 480 | 51 627 CHF | 29 923 CHF | 99,83% | 99,83% |
08/11/2024 | 9,82% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 518 369 | 451 016 | 50 174 CHF | 48 592 CHF | 100,00% | 100,00% |
07/11/2024 | 10,53% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 574 485 | 301 374 | 51 697 CHF | 30 134 CHF | 99,90% | 99,90% |