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 | 10,71% | 0,08 CHF | 0,09 CHF | 500 000 | 75 000 | 498 607 | 75 000 | 46 279 CHF | 7 747 CHF | 100,00% | 100,00% |
19/11/2024 | 10,34% | 0,08 CHF | 0,09 CHF | 500 000 | 75 000 | 498 374 | 75 000 | 46 154 CHF | 7 700 CHF | 99,99% | 99,99% |
18/11/2024 | 10,52% | 0,11 CHF | 0,12 CHF | 460 000 | 75 000 | 404 962 | 63 972 | 37 054 CHF | 6 492 CHF | 100,00% | 100,00% |
15/11/2024 | 9,86% | 0,10 CHF | 0,11 CHF | 500 000 | 75 000 | 309 952 | 61 329 | 33 670 CHF | 7 456 CHF | 99,99% | 99,99% |
14/11/2024 | 7,81% | 0,13 CHF | 0,14 CHF | 390 000 | 75 000 | 407 060 | 75 000 | 50 176 CHF | 10 142 CHF | 99,44% | 99,44% |
13/11/2024 | 12,09% | 0,07 CHF | 0,08 CHF | 500 000 | 75 000 | 496 928 | 74 376 | 38 919 CHF | 6 568 CHF | 98,81% | 98,81% |
12/11/2024 | 10,28% | 0,08 CHF | 0,09 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 46 312 CHF | 7 697 CHF | 100,00% | 100,00% |
11/11/2024 | 7,93% | 0,12 CHF | 0,13 CHF | 420 000 | 75 000 | 416 734 | 75 000 | 50 483 CHF | 9 856 CHF | 99,88% | 99,88% |
08/11/2024 | 7,23% | 0,12 CHF | 0,13 CHF | 420 000 | 75 000 | 380 007 | 75 000 | 50 635 CHF | 10 784 CHF | 97,40% | 97,40% |
07/11/2024 | 5,65% | 0,16 CHF | 0,17 CHF | 320 000 | 75 000 | 278 769 | 72 312 | 48 633 CHF | 13 426 CHF | 95,53% | 95,53% |