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 | 8,70% | 0,12 CHF | 0,13 CHF | 370 000 | 370 000 | 368 474 | 368 474 | 40 594 CHF | 44 278 CHF | 100,00% | 100,00% |
19/11/2024 | 7,55% | 0,13 CHF | 0,14 CHF | 370 000 | 370 000 | 370 072 | 370 072 | 47 305 CHF | 51 006 CHF | 99,97% | 99,97% |
18/11/2024 | 7,12% | 0,13 CHF | 0,14 CHF | 370 000 | 370 000 | 369 928 | 369 928 | 50 242 CHF | 53 942 CHF | 99,91% | 99,91% |
15/11/2024 | 7,30% | 0,13 CHF | 0,14 CHF | 370 000 | 370 000 | 368 472 | 368 472 | 48 622 CHF | 52 306 CHF | 99,84% | 99,84% |
14/11/2024 | 8,32% | 0,12 CHF | 0,13 CHF | 370 000 | 370 000 | 368 474 | 368 474 | 42 934 CHF | 46 619 CHF | 99,90% | 99,90% |
13/11/2024 | 4,91% | 0,21 CHF | 0,22 CHF | 380 000 | 380 000 | 378 668 | 378 668 | 75 424 CHF | 79 211 CHF | 99,61% | 99,61% |
12/11/2024 | 5,73% | 0,18 CHF | 0,19 CHF | 380 000 | 380 000 | 377 439 | 377 439 | 64 166 CHF | 67 940 CHF | 48,80% | 99,86% |
11/11/2024 | - | 0,13 CHF | 0,16 CHF | 370 000 | 3 700 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
08/11/2024 | 6,33% | 0,14 CHF | 0,15 CHF | 370 000 | 370 000 | 371 675 | 371 675 | 56 933 CHF | 60 650 CHF | 99,20% | 99,20% |
07/11/2024 | 5,54% | 0,17 CHF | 0,18 CHF | 380 000 | 380 000 | 376 706 | 376 706 | 66 296 CHF | 70 063 CHF | 99,97% | 99,97% |