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 | 5,88% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 311 490 | 311 490 | 51 448 CHF | 54 563 CHF | 100,00% | 100,00% |
19/11/2024 | 6,15% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 330 460 | 330 460 | 52 100 CHF | 55 405 CHF | 99,89% | 99,89% |
18/11/2024 | 6,41% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 346 871 | 346 871 | 52 393 CHF | 55 862 CHF | 99,85% | 99,85% |
15/11/2024 | 6,45% | 0,16 CHF | 0,17 CHF | 350 000 | 350 000 | 350 000 | 350 000 | 52 559 CHF | 56 059 CHF | 100,00% | 100,00% |
14/11/2024 | 6,55% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 355 729 | 355 729 | 52 524 CHF | 56 081 CHF | 99,97% | 99,97% |
13/11/2024 | 6,35% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 343 683 | 343 683 | 52 432 CHF | 55 869 CHF | 100,00% | 100,00% |
12/11/2024 | 6,90% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 375 000 | 375 000 | 52 500 CHF | 56 250 CHF | 99,68% | 99,68% |
11/11/2024 | 7,23% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 391 708 | 391 708 | 52 256 CHF | 56 173 CHF | 99,83% | 99,83% |
08/11/2024 | 6,88% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 374 437 | 374 437 | 52 520 CHF | 56 264 CHF | 100,00% | 100,00% |
07/11/2024 | 7,10% | 0,14 CHF | 0,15 CHF | 400 000 | 400 000 | 385 075 | 385 074 | 52 321 CHF | 56 172 CHF | 99,91% | 99,91% |