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 | 7,54% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 404 374 | 404 385 | 51 613 CHF | 55 659 CHF | 100,00% | 100,00% |
19/11/2024 | 6,21% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 333 822 | 333 826 | 52 037 CHF | 55 375 CHF | 99,89% | 99,89% |
18/11/2024 | 7,27% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 391 368 | 391 369 | 51 900 CHF | 55 813 CHF | 99,89% | 99,89% |
15/11/2024 | 6,59% | 0,15 CHF | 0,16 CHF | 375 000 | 375 000 | 359 252 | 359 252 | 52 729 CHF | 56 322 CHF | 100,00% | 100,00% |
14/11/2024 | 5,86% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 315 069 | 315 067 | 52 213 CHF | 55 363 CHF | 100,00% | 100,00% |
13/11/2024 | 6,18% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 335 033 | 335 033 | 52 563 CHF | 55 914 CHF | 100,00% | 100,00% |
12/11/2024 | 7,61% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 409 234 | 409 234 | 51 739 CHF | 55 831 CHF | 99,69% | 99,69% |
11/11/2024 | 8,01% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 429 878 | 429 874 | 51 482 CHF | 55 780 CHF | 99,85% | 99,85% |
08/11/2024 | 7,44% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 400 017 | 400 017 | 51 818 CHF | 55 818 CHF | 100,00% | 100,00% |
07/11/2024 | 7,88% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 420 555 | 420 556 | 51 268 CHF | 55 474 CHF | 99,84% | 99,84% |