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 | 7,86% | 0,12 CHF | 0,13 CHF | 400 000 | 400 000 | 418 930 | 418 930 | 51 242 CHF | 55 432 CHF | 100,00% | 100,00% |
19/11/2024 | 6,80% | 0,13 CHF | 0,14 CHF | 375 000 | 375 000 | 367 958 | 367 958 | 52 315 CHF | 55 995 CHF | 99,91% | 99,91% |
18/11/2024 | 7,34% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 395 684 | 395 684 | 51 978 CHF | 55 935 CHF | 99,90% | 99,90% |
15/11/2024 | 8,60% | 0,11 CHF | 0,12 CHF | 425 000 | 425 000 | 459 586 | 459 584 | 51 178 CHF | 55 774 CHF | 100,00% | 100,00% |
14/11/2024 | 7,53% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 407 333 | 407 332 | 52 096 CHF | 56 169 CHF | 99,97% | 99,97% |
13/11/2024 | 6,58% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 357 064 | 357 064 | 52 456 CHF | 56 027 CHF | 100,00% | 100,00% |
12/11/2024 | 7,39% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 399 801 | 399 802 | 52 112 CHF | 56 110 CHF | 99,65% | 99,65% |
11/11/2024 | 9,61% | 0,10 CHF | 0,11 CHF | 475 000 | 475 000 | 505 511 | 468 267 | 50 093 CHF | 51 361 CHF | 99,89% | 99,89% |