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 | 7,46% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 402 176 | 402 176 | 51 911 CHF | 55 933 CHF | 100,00% | 100,00% |
19/11/2024 | 8,28% | 0,13 CHF | 0,14 CHF | 425 000 | 425 000 | 446 680 | 446 680 | 51 743 CHF | 56 210 CHF | 99,91% | 99,91% |
18/11/2024 | 7,97% | 0,13 CHF | 0,14 CHF | 425 000 | 425 000 | 425 461 | 425 461 | 51 282 CHF | 55 537 CHF | 99,91% | 99,91% |
15/11/2024 | 7,46% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 401 641 | 401 643 | 51 859 CHF | 55 876 CHF | 100,00% | 100,00% |
14/11/2024 | 7,87% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 421 828 | 421 828 | 51 488 CHF | 55 706 CHF | 100,00% | 100,00% |
13/11/2024 | 8,28% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 444 763 | 444 763 | 51 474 CHF | 55 922 CHF | 100,00% | 100,00% |
12/11/2024 | 7,52% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 403 470 | 403 468 | 51 676 CHF | 55 711 CHF | 99,70% | 99,70% |
11/11/2024 | 6,35% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 343 482 | 343 482 | 52 360 CHF | 55 794 CHF | 99,89% | 99,89% |
08/11/2024 | 6,45% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 349 627 | 349 628 | 52 418 CHF | 55 914 CHF | 100,00% | 100,00% |
07/11/2024 | 6,39% | 0,15 CHF | 0,16 CHF | 325 000 | 325 000 | 344 799 | 344 799 | 52 212 CHF | 55 660 CHF | 99,89% | 99,89% |