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 | 8,30% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 444 504 | 444 497 | 51 346 CHF | 55 790 CHF | 100,00% | 100,00% |
19/11/2024 | 7,63% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 411 025 | 411 025 | 51 867 CHF | 55 978 CHF | 99,89% | 99,89% |
18/11/2024 | 8,41% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 453 135 | 453 135 | 51 611 CHF | 56 143 CHF | 99,91% | 99,91% |
15/11/2024 | 7,83% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 417 638 | 417 638 | 51 266 CHF | 55 443 CHF | 100,00% | 100,00% |
14/11/2024 | 7,27% | 0,12 CHF | 0,13 CHF | 400 000 | 400 000 | 392 288 | 392 300 | 52 008 CHF | 55 933 CHF | 100,00% | 100,00% |
13/11/2024 | 7,67% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 411 152 | 411 152 | 51 613 CHF | 55 725 CHF | 100,00% | 100,00% |
12/11/2024 | 8,59% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 464 694 | 464 717 | 51 781 CHF | 56 431 CHF | 99,65% | 99,65% |
11/11/2024 | 8,63% | 0,10 CHF | 0,11 CHF | 475 000 | 475 000 | 468 338 | 468 338 | 51 904 CHF | 56 588 CHF | 99,86% | 99,86% |
08/11/2024 | 8,47% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 457 548 | 457 546 | 51 760 CHF | 56 336 CHF | 100,00% | 100,00% |
07/11/2024 | 8,76% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 475 927 | 475 929 | 51 990 CHF | 56 749 CHF | 99,90% | 99,90% |