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 | 8,11% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 433 999 | 433 997 | 51 329 CHF | 55 669 CHF | 99,82% | 99,82% |
19/11/2024 | 10,05% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 538 190 | 365 792 | 50 857 CHF | 39 224 CHF | 99,82% | 99,82% |
18/11/2024 | 7,75% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 414 057 | 414 059 | 51 373 CHF | 55 514 CHF | 100,00% | 100,00% |
15/11/2024 | 6,79% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 368 117 | 368 115 | 52 366 CHF | 56 047 CHF | 100,00% | 100,00% |
14/11/2024 | 7,20% | 0,16 CHF | 0,17 CHF | 350 000 | 350 000 | 392 444 | 387 466 | 52 582 CHF | 55 831 CHF | 100,00% | 100,00% |
13/11/2024 | 9,31% | 0,12 CHF | 0,13 CHF | 575 000 | 300 000 | 498 530 | 438 021 | 51 068 CHF | 49 650 CHF | 99,97% | 99,97% |
12/11/2024 | 5,75% | 0,14 CHF | 0,15 CHF | 350 000 | 350 000 | 306 450 | 306 450 | 51 792 CHF | 54 857 CHF | 100,00% | 100,00% |
11/11/2024 | 5,23% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 284 802 | 284 803 | 53 033 CHF | 55 881 CHF | 99,78% | 99,78% |
08/11/2024 | 6,31% | 0,15 CHF | 0,16 CHF | 325 000 | 325 000 | 339 628 | 339 625 | 52 144 CHF | 55 540 CHF | 100,00% | 100,00% |
07/11/2024 | 5,69% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 307 107 | 307 110 | 52 465 CHF | 55 536 CHF | 99,69% | 99,69% |