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 | 8,62% | 0,11 CHF | 0,12 CHF | 220 000 | 220 000 | 217 160 | 217 160 | 24 115 CHF | 26 286 CHF | 100,00% | 100,00% |
19/11/2024 | 8,20% | 0,11 CHF | 0,12 CHF | 210 000 | 210 000 | 210 000 | 210 000 | 24 579 CHF | 26 679 CHF | 100,00% | 100,00% |
18/11/2024 | 7,85% | 0,12 CHF | 0,13 CHF | 210 000 | 210 000 | 210 000 | 210 000 | 25 710 CHF | 27 810 CHF | 100,00% | 100,00% |
15/11/2024 | 7,47% | 0,13 CHF | 0,14 CHF | 200 000 | 200 000 | 200 698 | 200 698 | 25 858 CHF | 27 865 CHF | 100,00% | 100,00% |
14/11/2024 | 7,59% | 0,13 CHF | 0,14 CHF | 200 000 | 200 000 | 206 796 | 206 796 | 26 199 CHF | 28 267 CHF | 99,36% | 99,36% |
13/11/2024 | 7,55% | 0,12 CHF | 0,13 CHF | 210 000 | 210 000 | 205 680 | 205 680 | 26 231 CHF | 28 288 CHF | 100,00% | 100,00% |
12/11/2024 | 7,33% | 0,13 CHF | 0,14 CHF | 210 000 | 210 000 | 201 590 | 201 590 | 26 545 CHF | 28 563 CHF | 100,00% | 100,00% |
11/11/2024 | 8,17% | 0,14 CHF | 0,15 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 28 142 CHF | 30 537 CHF | 99,93% | 99,93% |
08/11/2024 | 7,29% | 0,13 CHF | 0,14 CHF | 210 000 | 210 000 | 207 587 | 207 587 | 27 494 CHF | 29 574 CHF | 100,00% | 100,00% |
07/11/2024 | 8,18% | 0,14 CHF | 0,15 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 27 699 CHF | 30 062 CHF | 100,00% | 100,00% |