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 | 7,92% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 422 379 | 422 388 | 51 254 CHF | 55 479 CHF | 100,00% | 100,00% |
19/11/2024 | 7,63% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 408 760 | 408 760 | 51 553 CHF | 55 641 CHF | 99,88% | 99,88% |
18/11/2024 | 7,37% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 399 262 | 399 262 | 52 157 CHF | 56 149 CHF | 99,91% | 99,91% |
15/11/2024 | 6,97% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 378 578 | 378 578 | 52 435 CHF | 56 221 CHF | 100,00% | 100,00% |
14/11/2024 | 6,87% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 373 640 | 373 639 | 52 510 CHF | 56 246 CHF | 99,97% | 99,97% |
13/11/2024 | 7,22% | 0,14 CHF | 0,15 CHF | 400 000 | 400 000 | 391 957 | 391 957 | 52 309 CHF | 56 229 CHF | 100,00% | 100,00% |
12/11/2024 | 6,54% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 354 694 | 354 694 | 52 433 CHF | 55 980 CHF | 99,69% | 99,69% |
11/11/2024 | 6,07% | 0,16 CHF | 0,17 CHF | 350 000 | 350 000 | 323 071 | 323 071 | 51 547 CHF | 54 777 CHF | 99,91% | 99,91% |