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 | 6,40% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 344 836 | 344 836 | 52 172 CHF | 55 621 CHF | 100,00% | 100,00% |
19/11/2024 | 4,82% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 256 536 | 256 536 | 52 012 CHF | 54 578 CHF | 99,91% | 99,91% |
18/11/2024 | 5,51% | 0,16 CHF | 0,17 CHF | 350 000 | 350 000 | 301 955 | 301 955 | 53 346 CHF | 56 366 CHF | 99,90% | 99,90% |
15/11/2024 | 5,75% | 0,19 CHF | 0,20 CHF | 300 000 | 300 000 | 307 608 | 307 612 | 51 965 CHF | 55 042 CHF | 100,00% | 100,00% |
14/11/2024 | 6,26% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 337 993 | 338 001 | 52 339 CHF | 55 721 CHF | 100,00% | 100,00% |
13/11/2024 | 5,63% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 301 209 | 301 208 | 52 035 CHF | 55 047 CHF | 100,00% | 100,00% |
12/11/2024 | 9,39% | 0,15 CHF | 0,16 CHF | 400 000 | 400 000 | 506 683 | 414 872 | 51 503 CHF | 47 260 CHF | 99,66% | 99,66% |
11/11/2024 | 10,09% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 540 507 | 391 304 | 50 854 CHF | 41 176 CHF | 99,90% | 99,90% |
08/11/2024 | 7,49% | 0,13 CHF | 0,14 CHF | 375 000 | 375 000 | 403 072 | 403 072 | 51 819 CHF | 55 850 CHF | 100,00% | 100,00% |
07/11/2024 | 8,42% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 451 421 | 451 421 | 51 422 CHF | 55 936 CHF | 99,91% | 99,91% |