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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 7,24% | 0,14 CHF | 0,14 CHF | 190 000 | 190 000 | 190 000 | 190 000 | 25 293 CHF | 27 193 CHF | 0,83% | 97,20% |
22/11/2024 | 8,29% | 0,12 CHF | 0,13 CHF | 190 000 | 190 000 | 185 821 | 185 821 | 21 492 CHF | 23 350 CHF | 100,00% | 100,00% |
20/11/2024 | 7,43% | 0,13 CHF | 0,14 CHF | 190 000 | 190 000 | 185 048 | 185 048 | 23 991 CHF | 25 841 CHF | 100,00% | 100,00% |
19/11/2024 | 7,49% | 0,12 CHF | 0,13 CHF | 190 000 | 190 000 | 185 045 | 185 045 | 23 796 CHF | 25 647 CHF | 100,00% | 100,00% |
18/11/2024 | 7,72% | 0,13 CHF | 0,14 CHF | 190 000 | 190 000 | 185 053 | 185 053 | 23 045 CHF | 24 895 CHF | 100,00% | 100,00% |
15/11/2024 | 8,01% | 0,12 CHF | 0,13 CHF | 190 000 | 190 000 | 185 049 | 185 049 | 22 275 CHF | 24 125 CHF | 100,00% | 100,00% |
14/11/2024 | 9,14% | 0,11 CHF | 0,12 CHF | 190 000 | 190 000 | 190 165 | 190 165 | 19 884 CHF | 21 785 CHF | 99,36% | 99,36% |
13/11/2024 | 8,33% | 0,11 CHF | 0,12 CHF | 190 000 | 190 000 | 185 936 | 185 936 | 21 413 CHF | 23 273 CHF | 100,00% | 100,00% |
12/11/2024 | 8,02% | 0,11 CHF | 0,12 CHF | 180 000 | 180 000 | 173 212 | 173 212 | 20 722 CHF | 22 455 CHF | 98,86% | 100,00% |
11/11/2024 | 6,23% | 0,14 CHF | 0,15 CHF | 160 000 | 160 000 | 155 818 | 155 818 | 24 245 CHF | 25 803 CHF | 99,93% | 99,93% |