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 | 6,21% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 335 019 | 335 018 | 52 234 CHF | 55 585 CHF | 100,00% | 100,00% |
19/11/2024 | 7,37% | 0,15 CHF | 0,16 CHF | 375 000 | 375 000 | 398 436 | 398 436 | 52 154 CHF | 56 138 CHF | 99,89% | 99,89% |
18/11/2024 | 6,94% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 376 925 | 376 925 | 52 444 CHF | 56 214 CHF | 99,92% | 99,92% |
15/11/2024 | 6,07% | 0,16 CHF | 0,17 CHF | 350 000 | 350 000 | 326 878 | 326 878 | 52 206 CHF | 55 475 CHF | 100,00% | 100,00% |
14/11/2024 | 6,67% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 359 034 | 359 034 | 52 018 CHF | 55 608 CHF | 100,00% | 100,00% |
13/11/2024 | 7,23% | 0,13 CHF | 0,14 CHF | 425 000 | 425 000 | 390 332 | 390 332 | 52 041 CHF | 55 945 CHF | 100,00% | 100,00% |
12/11/2024 | 6,33% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 342 330 | 342 330 | 52 378 CHF | 55 801 CHF | 99,66% | 99,66% |
11/11/2024 | 4,96% | 0,19 CHF | 0,20 CHF | 300 000 | 300 000 | 260 974 | 260 974 | 51 336 CHF | 53 946 CHF | 99,91% | 99,91% |
08/11/2024 | 5,09% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 272 285 | 272 285 | 52 058 CHF | 54 781 CHF | 100,00% | 100,00% |
07/11/2024 | 5,04% | 0,19 CHF | 0,20 CHF | 250 000 | 250 000 | 264 842 | 264 842 | 51 238 CHF | 53 887 CHF | 99,91% | 99,91% |