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 | 9,05% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 477 714 | 477 713 | 50 482 CHF | 55 259 CHF | 100,00% | 100,00% |
19/11/2024 | 7,88% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 421 794 | 407 368 | 51 489 CHF | 54 279 CHF | 99,50% | 99,50% |
18/11/2024 | 10,69% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 580 183 | 306 268 | 51 379 CHF | 30 254 CHF | 99,94% | 99,94% |
15/11/2024 | 10,21% | 0,10 CHF | 0,11 CHF | 575 000 | 300 000 | 556 096 | 345 123 | 51 734 CHF | 35 940 CHF | 100,00% | 100,00% |
14/11/2024 | 8,25% | 0,10 CHF | 0,11 CHF | 475 000 | 475 000 | 438 481 | 438 481 | 50 994 CHF | 55 378 CHF | 100,00% | 100,00% |
13/11/2024 | 7,32% | 0,14 CHF | 0,15 CHF | 350 000 | 350 000 | 394 230 | 394 230 | 51 886 CHF | 55 829 CHF | 100,00% | 100,00% |
12/11/2024 | 8,55% | 0,14 CHF | 0,15 CHF | 400 000 | 400 000 | 466 281 | 459 469 | 52 234 CHF | 56 079 CHF | 99,98% | 99,98% |
11/11/2024 | 9,33% | 0,10 CHF | 0,11 CHF | 575 000 | 300 000 | 497 891 | 469 533 | 50 904 CHF | 52 855 CHF | 100,00% | 100,00% |
08/11/2024 | 7,64% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 411 091 | 411 091 | 51 811 CHF | 55 921 CHF | 98,94% | 98,94% |
07/11/2024 | 8,81% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 476 221 | 476 221 | 51 722 CHF | 56 484 CHF | 85,85% | 85,85% |