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 | 7,99% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 423 938 | 423 938 | 50 946 CHF | 55 185 CHF | 100,00% | 100,00% |
19/11/2024 | 8,65% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 470 265 | 470 267 | 52 008 CHF | 56 711 CHF | 99,30% | 99,30% |
18/11/2024 | 8,47% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 459 655 | 459 655 | 51 974 CHF | 56 570 CHF | 99,87% | 99,87% |
15/11/2024 | 8,00% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 427 395 | 427 398 | 51 332 CHF | 55 606 CHF | 100,00% | 100,00% |
14/11/2024 | 8,41% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 454 031 | 454 031 | 51 689 CHF | 56 229 CHF | 99,99% | 99,99% |
13/11/2024 | 8,84% | 0,11 CHF | 0,12 CHF | 500 000 | 500 000 | 478 908 | 478 908 | 51 793 CHF | 56 582 CHF | 100,00% | 100,00% |
12/11/2024 | 8,10% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 430 261 | 430 258 | 50 963 CHF | 55 266 CHF | 99,67% | 99,67% |
11/11/2024 | 6,96% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 377 910 | 377 910 | 52 417 CHF | 56 196 CHF | 99,88% | 99,88% |
08/11/2024 | 7,00% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 379 088 | 379 088 | 52 273 CHF | 56 064 CHF | 100,00% | 100,00% |
07/11/2024 | 6,93% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 377 057 | 377 057 | 52 533 CHF | 56 303 CHF | 99,89% | 99,89% |