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 | 8,99% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 481 881 | 481 881 | 51 241 CHF | 56 060 CHF | 100,00% | 100,00% |
19/11/2024 | 9,31% | 0,11 CHF | 0,12 CHF | 500 000 | 500 000 | 493 532 | 493 532 | 50 570 CHF | 55 505 CHF | 99,90% | 99,90% |
18/11/2024 | 8,63% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 466 075 | 466 075 | 51 661 CHF | 56 321 CHF | 99,90% | 99,90% |
15/11/2024 | 7,93% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 425 437 | 425 437 | 51 496 CHF | 55 750 CHF | 100,00% | 100,00% |
14/11/2024 | 7,49% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 403 678 | 403 678 | 51 873 CHF | 55 910 CHF | 100,00% | 100,00% |
13/11/2024 | 7,97% | 0,13 CHF | 0,14 CHF | 425 000 | 425 000 | 424 441 | 424 441 | 51 129 CHF | 55 374 CHF | 100,00% | 100,00% |
12/11/2024 | 7,07% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 382 717 | 382 717 | 52 223 CHF | 56 051 CHF | 99,71% | 99,71% |
11/11/2024 | 6,92% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 376 476 | 376 476 | 52 539 CHF | 56 303 CHF | 99,86% | 99,86% |
08/11/2024 | 6,65% | 0,12 CHF | 0,13 CHF | 400 000 | 400 000 | 358 701 | 358 701 | 52 133 CHF | 55 720 CHF | 100,00% | 100,00% |
07/11/2024 | 6,79% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 368 228 | 368 228 | 52 442 CHF | 56 124 CHF | 84,11% | 84,11% |