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 | 6,08% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 327 412 | 327 412 | 52 221 CHF | 55 495 CHF | 100,00% | 100,00% |
19/11/2024 | 6,79% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 366 283 | 366 283 | 52 151 CHF | 55 814 CHF | 99,52% | 99,52% |
18/11/2024 | 5,28% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 289 358 | 289 358 | 53 336 CHF | 56 230 CHF | 99,94% | 99,94% |
15/11/2024 | 5,50% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 300 970 | 300 970 | 53 230 CHF | 56 240 CHF | 100,00% | 100,00% |
14/11/2024 | 6,67% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 363 906 | 363 906 | 52 706 CHF | 56 345 CHF | 100,00% | 100,00% |
13/11/2024 | 7,39% | 0,12 CHF | 0,13 CHF | 475 000 | 475 000 | 401 214 | 401 214 | 52 315 CHF | 56 327 CHF | 100,00% | 100,00% |
12/11/2024 | 6,44% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 346 453 | 346 453 | 52 086 CHF | 55 551 CHF | 99,98% | 99,98% |
11/11/2024 | 5,75% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 308 489 | 308 489 | 52 104 CHF | 55 188 CHF | 100,00% | 100,00% |
08/11/2024 | 6,59% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 356 669 | 356 669 | 52 312 CHF | 55 879 CHF | 98,94% | 98,94% |
07/11/2024 | 5,23% | 0,17 CHF | 0,18 CHF | 275 000 | 275 000 | 282 536 | 282 536 | 52 611 CHF | 55 436 CHF | 85,84% | 85,84% |