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 | 6,85% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 372 421 | 372 421 | 52 485 CHF | 56 209 CHF | 100,00% | 100,00% |
19/11/2024 | 7,46% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 402 315 | 402 315 | 51 907 CHF | 55 930 CHF | 99,91% | 99,91% |
18/11/2024 | 7,15% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 387 249 | 387 249 | 52 260 CHF | 56 132 CHF | 99,91% | 99,91% |
15/11/2024 | 6,89% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 374 998 | 374 998 | 52 534 CHF | 56 284 CHF | 100,00% | 100,00% |
14/11/2024 | 6,42% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 347 174 | 347 173 | 52 373 CHF | 55 844 CHF | 100,00% | 100,00% |
13/11/2024 | 6,51% | 0,15 CHF | 0,16 CHF | 375 000 | 375 000 | 352 785 | 352 785 | 52 445 CHF | 55 973 CHF | 100,00% | 100,00% |
12/11/2024 | 5,17% | 0,16 CHF | 0,17 CHF | 300 000 | 300 000 | 272 158 | 272 158 | 51 230 CHF | 53 952 CHF | 99,71% | 99,71% |
11/11/2024 | 4,88% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 250 071 | 250 071 | 50 037 CHF | 52 538 CHF | 99,90% | 99,90% |
08/11/2024 | 5,46% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 297 255 | 297 254 | 53 003 CHF | 55 975 CHF | 100,00% | 100,00% |
07/11/2024 | 5,05% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 265 055 | 265 055 | 51 118 CHF | 53 769 CHF | 99,88% | 99,88% |