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 | 5,74% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 306 854 | 306 854 | 51 912 CHF | 54 981 CHF | 100,00% | 100,00% |
19/11/2024 | 5,53% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 302 038 | 302 038 | 53 108 CHF | 56 128 CHF | 99,89% | 99,89% |
18/11/2024 | 5,95% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 316 359 | 316 359 | 51 583 CHF | 54 747 CHF | 99,91% | 99,91% |
15/11/2024 | 6,55% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 355 049 | 355 049 | 52 402 CHF | 55 952 CHF | 100,00% | 100,00% |
14/11/2024 | 7,16% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 387 682 | 387 682 | 52 216 CHF | 56 093 CHF | 100,00% | 100,00% |
13/11/2024 | 6,56% | 0,14 CHF | 0,15 CHF | 350 000 | 350 000 | 354 759 | 354 759 | 52 339 CHF | 55 887 CHF | 100,00% | 100,00% |
12/11/2024 | 7,96% | 0,14 CHF | 0,15 CHF | 400 000 | 400 000 | 429 365 | 429 365 | 51 789 CHF | 56 083 CHF | 99,71% | 99,71% |
11/11/2024 | 8,20% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 440 010 | 440 010 | 51 466 CHF | 55 866 CHF | 99,90% | 99,90% |
08/11/2024 | 8,46% | 0,15 CHF | 0,16 CHF | 375 000 | 375 000 | 453 747 | 453 748 | 51 490 CHF | 56 028 CHF | 100,00% | 100,00% |
07/11/2024 | 7,64% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 408 006 | 403 790 | 51 416 CHF | 55 161 CHF | 84,12% | 84,12% |