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 | 7,56% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 404 562 | 404 562 | 51 506 CHF | 55 551 CHF | 100,00% | 100,00% |
19/11/2024 | 6,49% | 0,14 CHF | 0,15 CHF | 350 000 | 350 000 | 349 279 | 349 279 | 52 120 CHF | 55 613 CHF | 99,91% | 99,91% |
18/11/2024 | 8,04% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 429 917 | 429 917 | 51 327 CHF | 55 626 CHF | 99,91% | 99,91% |
15/11/2024 | 8,93% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 481 647 | 481 648 | 51 592 CHF | 56 409 CHF | 100,00% | 100,00% |
14/11/2024 | 8,31% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 449 982 | 449 982 | 51 870 CHF | 56 370 CHF | 100,00% | 100,00% |
13/11/2024 | 6,30% | 0,14 CHF | 0,15 CHF | 325 000 | 325 000 | 337 647 | 337 648 | 51 953 CHF | 55 330 CHF | 100,00% | 100,00% |
12/11/2024 | 7,33% | 0,18 CHF | 0,19 CHF | 325 000 | 325 000 | 397 145 | 397 145 | 52 308 CHF | 56 279 CHF | 99,68% | 99,68% |
11/11/2024 | 11,01% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 589 502 | 329 550 | 50 642 CHF | 31 867 CHF | 99,90% | 99,90% |
08/11/2024 | 10,99% | 0,09 CHF | 0,10 CHF | 500 000 | 500 000 | 594 232 | 371 858 | 51 001 CHF | 36 409 CHF | 100,00% | 100,00% |
07/11/2024 | 15,04% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 824 825 | 417 576 | 50 700 CHF | 29 846 CHF | 99,90% | 99,90% |