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 | 6,43% | 0,17 CHF | 0,18 CHF | 325 000 | 325 000 | 347 880 | 347 881 | 52 359 CHF | 55 838 CHF | 100,00% | 100,00% |
19/11/2024 | 5,73% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 309 482 | 309 482 | 52 433 CHF | 55 528 CHF | 99,89% | 99,89% |
18/11/2024 | 6,79% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 369 133 | 369 133 | 52 532 CHF | 56 223 CHF | 99,92% | 99,92% |
15/11/2024 | 7,30% | 0,14 CHF | 0,15 CHF | 400 000 | 400 000 | 396 524 | 396 524 | 52 348 CHF | 56 313 CHF | 100,00% | 100,00% |
14/11/2024 | 8,01% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 428 082 | 428 082 | 51 313 CHF | 55 594 CHF | 100,00% | 100,00% |
13/11/2024 | 7,37% | 0,14 CHF | 0,15 CHF | 350 000 | 350 000 | 396 634 | 396 634 | 51 855 CHF | 55 821 CHF | 100,00% | 100,00% |
12/11/2024 | 8,69% | 0,13 CHF | 0,14 CHF | 425 000 | 425 000 | 462 953 | 462 954 | 50 983 CHF | 55 613 CHF | 99,71% | 99,71% |