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 | 8,03% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 429 290 | 429 290 | 51 353 CHF | 55 646 CHF | 100,00% | 100,00% |
19/11/2024 | 8,71% | 0,12 CHF | 0,13 CHF | 475 000 | 475 000 | 472 519 | 472 504 | 51 928 CHF | 56 652 CHF | 99,19% | 99,19% |
18/11/2024 | 8,00% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 425 000 | 425 000 | 51 000 CHF | 55 250 CHF | 99,90% | 99,90% |
15/11/2024 | 7,98% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 424 247 | 424 247 | 51 064 CHF | 55 306 CHF | 100,00% | 100,00% |
14/11/2024 | 8,91% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 485 783 | 462 572 | 52 106 CHF | 54 606 CHF | 100,00% | 100,00% |
13/11/2024 | 9,73% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 518 102 | 440 331 | 50 642 CHF | 48 088 CHF | 100,00% | 100,00% |
12/11/2024 | 7,65% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 411 916 | 411 916 | 51 787 CHF | 55 906 CHF | 99,67% | 99,67% |
11/11/2024 | 7,42% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 400 383 | 400 383 | 51 973 CHF | 55 977 CHF | 99,86% | 99,86% |
08/11/2024 | 7,89% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 420 192 | 420 192 | 51 177 CHF | 55 379 CHF | 100,00% | 100,00% |
07/11/2024 | 7,41% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 399 741 | 399 741 | 51 931 CHF | 55 928 CHF | 99,90% | 99,90% |