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 | 8,01% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 425 519 | 425 516 | 51 025 CHF | 55 280 CHF | 100,00% | 100,00% |
19/11/2024 | 7,84% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 418 049 | 418 049 | 51 251 CHF | 55 432 CHF | 88,61% | 88,61% |
18/11/2024 | 7,06% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 383 343 | 383 343 | 52 409 CHF | 56 242 CHF | 99,86% | 99,86% |
15/11/2024 | 7,00% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 378 991 | 378 991 | 52 268 CHF | 56 057 CHF | 100,00% | 100,00% |
14/11/2024 | 6,69% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 363 745 | 363 745 | 52 563 CHF | 56 200 CHF | 100,00% | 100,00% |
13/11/2024 | 7,25% | 0,13 CHF | 0,14 CHF | 425 000 | 425 000 | 392 238 | 392 238 | 52 203 CHF | 56 125 CHF | 100,00% | 100,00% |
12/11/2024 | 6,84% | 0,13 CHF | 0,14 CHF | 375 000 | 375 000 | 369 856 | 369 856 | 52 269 CHF | 55 968 CHF | 99,70% | 99,70% |
11/11/2024 | 6,05% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 323 949 | 323 944 | 51 963 CHF | 55 202 CHF | 99,90% | 99,90% |
08/11/2024 | 5,98% | 0,15 CHF | 0,16 CHF | 325 000 | 325 000 | 318 111 | 318 111 | 51 607 CHF | 54 789 CHF | 100,00% | 100,00% |
07/11/2024 | 5,12% | 0,19 CHF | 0,20 CHF | 250 000 | 250 000 | 268 577 | 268 577 | 51 059 CHF | 53 744 CHF | 99,88% | 99,88% |