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 | 5,92% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 317 445 | 317 445 | 52 018 CHF | 55 192 CHF | 100,00% | 100,00% |
19/11/2024 | 6,65% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 359 999 | 359 999 | 52 353 CHF | 55 953 CHF | 99,91% | 99,91% |
18/11/2024 | 7,26% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 393 747 | 393 747 | 52 254 CHF | 56 191 CHF | 99,90% | 99,90% |
15/11/2024 | 7,60% | 0,14 CHF | 0,15 CHF | 400 000 | 400 000 | 409 323 | 409 323 | 51 867 CHF | 55 960 CHF | 100,00% | 100,00% |
14/11/2024 | 7,91% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 426 200 | 426 200 | 51 732 CHF | 55 994 CHF | 100,00% | 100,00% |
13/11/2024 | 7,21% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 390 282 | 390 282 | 52 199 CHF | 56 102 CHF | 100,00% | 100,00% |
12/11/2024 | 8,68% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 471 976 | 471 976 | 52 007 CHF | 56 727 CHF | 99,71% | 99,71% |
11/11/2024 | 9,61% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 507 442 | 478 129 | 50 253 CHF | 52 330 CHF | 99,83% | 99,83% |
08/11/2024 | 8,41% | 0,11 CHF | 0,12 CHF | 425 000 | 425 000 | 451 000 | 451 000 | 51 380 CHF | 55 890 CHF | 100,00% | 100,00% |
07/11/2024 | 9,19% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 488 650 | 488 650 | 50 801 CHF | 55 688 CHF | 99,91% | 99,91% |