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 | 7,35% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 397 147 | 397 146 | 52 089 CHF | 56 060 CHF | 100,00% | 100,00% |
19/11/2024 | 7,85% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 417 521 | 417 518 | 51 132 CHF | 55 307 CHF | 99,56% | 99,56% |
18/11/2024 | 6,73% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 365 916 | 365 916 | 52 538 CHF | 56 197 CHF | 99,94% | 99,94% |
15/11/2024 | 6,96% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 377 733 | 377 733 | 52 425 CHF | 56 202 CHF | 100,00% | 100,00% |
14/11/2024 | 7,95% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 427 757 | 427 757 | 51 692 CHF | 55 970 CHF | 100,00% | 100,00% |
13/11/2024 | 8,60% | 0,11 CHF | 0,12 CHF | 500 000 | 500 000 | 464 410 | 464 402 | 51 710 CHF | 56 354 CHF | 100,00% | 100,00% |
12/11/2024 | 7,91% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 422 749 | 422 749 | 51 357 CHF | 55 585 CHF | 99,98% | 99,98% |
11/11/2024 | 7,32% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 396 440 | 396 440 | 52 190 CHF | 56 154 CHF | 100,00% | 100,00% |
08/11/2024 | 7,86% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 416 686 | 416 686 | 50 971 CHF | 55 138 CHF | 98,94% | 98,94% |
07/11/2024 | 6,86% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 372 873 | 372 874 | 52 485 CHF | 56 213 CHF | 85,84% | 85,84% |