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 | 7,53% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 405 303 | 405 295 | 51 841 CHF | 55 893 CHF | 100,00% | 100,00% |
19/11/2024 | 8,42% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 454 323 | 454 323 | 51 673 CHF | 56 216 CHF | 99,89% | 99,89% |
18/11/2024 | 7,84% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 420 038 | 420 038 | 51 496 CHF | 55 697 CHF | 99,88% | 99,88% |
15/11/2024 | 7,96% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 423 926 | 423 913 | 51 174 CHF | 55 411 CHF | 100,00% | 100,00% |
14/11/2024 | 8,28% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 445 913 | 445 906 | 51 589 CHF | 56 047 CHF | 100,00% | 100,00% |
13/11/2024 | 8,25% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 440 081 | 440 081 | 51 183 CHF | 55 584 CHF | 100,00% | 100,00% |
12/11/2024 | 6,98% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 378 004 | 378 000 | 52 292 CHF | 56 072 CHF | 99,60% | 99,60% |
11/11/2024 | 6,43% | 0,16 CHF | 0,17 CHF | 350 000 | 350 000 | 349 336 | 349 336 | 52 576 CHF | 56 069 CHF | 99,84% | 99,84% |
08/11/2024 | 6,45% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 350 243 | 350 243 | 52 559 CHF | 56 061 CHF | 100,00% | 100,00% |
07/11/2024 | 5,87% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 313 163 | 313 161 | 51 747 CHF | 54 878 CHF | 99,86% | 99,86% |