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 | 7,91% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 422 490 | 422 490 | 51 287 CHF | 55 512 CHF | 100,00% | 100,00% |
19/11/2024 | 8,62% | 0,12 CHF | 0,13 CHF | 475 000 | 475 000 | 470 632 | 470 632 | 52 287 CHF | 56 993 CHF | 99,86% | 99,86% |
18/11/2024 | 8,16% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 437 663 | 437 665 | 51 430 CHF | 55 807 CHF | 99,88% | 99,88% |
15/11/2024 | 8,29% | 0,12 CHF | 0,13 CHF | 400 000 | 400 000 | 445 729 | 445 729 | 51 521 CHF | 55 979 CHF | 100,00% | 100,00% |
14/11/2024 | 9,18% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 488 816 | 488 816 | 50 885 CHF | 55 774 CHF | 100,00% | 100,00% |
13/11/2024 | 9,37% | 0,11 CHF | 0,12 CHF | 500 000 | 500 000 | 495 697 | 495 697 | 50 436 CHF | 55 393 CHF | 100,00% | 100,00% |
12/11/2024 | 8,94% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 478 769 | 478 769 | 51 199 CHF | 55 986 CHF | 99,71% | 99,71% |
11/11/2024 | 8,21% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 440 196 | 440 196 | 51 379 CHF | 55 781 CHF | 99,85% | 99,85% |
08/11/2024 | 9,18% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 491 131 | 482 500 | 51 089 CHF | 55 103 CHF | 100,00% | 100,00% |
07/11/2024 | 8,20% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 440 594 | 439 178 | 51 538 CHF | 55 774 CHF | 99,91% | 99,91% |