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 | 7,66% | 0,12 CHF | 0,13 CHF | 400 000 | 400 000 | 411 749 | 411 749 | 51 714 CHF | 55 832 CHF | 100,00% | 100,00% |
19/11/2024 | 6,93% | 0,13 CHF | 0,14 CHF | 375 000 | 375 000 | 374 562 | 374 563 | 52 245 CHF | 55 991 CHF | 99,91% | 99,91% |
18/11/2024 | 7,45% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 401 113 | 401 113 | 51 873 CHF | 55 884 CHF | 99,87% | 99,87% |
15/11/2024 | 7,11% | 0,13 CHF | 0,14 CHF | 425 000 | 425 000 | 384 199 | 384 199 | 52 113 CHF | 55 955 CHF | 100,00% | 100,00% |
14/11/2024 | 6,35% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 343 305 | 343 305 | 52 347 CHF | 55 780 CHF | 100,00% | 100,00% |
13/11/2024 | 5,99% | 0,16 CHF | 0,17 CHF | 300 000 | 300 000 | 318 495 | 318 495 | 51 560 CHF | 54 745 CHF | 100,00% | 100,00% |
12/11/2024 | 6,22% | 0,16 CHF | 0,17 CHF | 300 000 | 300 000 | 333 726 | 333 726 | 51 979 CHF | 55 316 CHF | 99,72% | 99,72% |
11/11/2024 | 6,84% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 370 447 | 370 447 | 52 324 CHF | 56 028 CHF | 99,91% | 99,91% |
08/11/2024 | 5,77% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 305 368 | 305 368 | 51 408 CHF | 54 461 CHF | 100,00% | 100,00% |
07/11/2024 | 6,21% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 333 307 | 333 307 | 51 945 CHF | 55 278 CHF | 99,91% | 99,91% |