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 | 8,61% | 0,10 CHF | 0,12 CHF | 500 000 | 75 000 | 455 110 | 75 000 | 50 576 CHF | 9 092 CHF | 14,13% | 100,00% |
19/11/2024 | 9,33% | 0,11 CHF | 0,12 CHF | 460 000 | 75 000 | 490 541 | 75 000 | 50 141 CHF | 8 427 CHF | 99,99% | 99,99% |
18/11/2024 | 10,14% | 0,12 CHF | 0,13 CHF | 420 000 | 75 000 | 451 444 | 63 972 | 50 557 CHF | 7 877 CHF | 100,00% | 100,00% |
15/11/2024 | 8,18% | 0,11 CHF | 0,12 CHF | 460 000 | 75 000 | 428 210 | 74 909 | 50 333 CHF | 9 567 CHF | 100,00% | 100,00% |
14/11/2024 | 8,62% | 0,12 CHF | 0,13 CHF | 420 000 | 75 000 | 453 105 | 75 000 | 50 296 CHF | 9 113 CHF | 94,67% | 94,67% |
13/11/2024 | 9,91% | 0,10 CHF | 0,11 CHF | 500 000 | 75 000 | 500 000 | 74 473 | 48 597 CHF | 7 990 CHF | 99,25% | 99,25% |
12/11/2024 | 9,78% | 0,09 CHF | 0,10 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 48 739 CHF | 8 061 CHF | 98,32% | 98,32% |
11/11/2024 | 8,46% | 0,11 CHF | 0,12 CHF | 460 000 | 75 000 | 446 182 | 75 000 | 50 531 CHF | 9 259 CHF | 100,00% | 100,00% |
08/11/2024 | 10,21% | 0,11 CHF | 0,12 CHF | 460 000 | 75 000 | 326 617 | 64 968 | 38 629 CHF | 8 428 CHF | 97,48% | 97,48% |
07/11/2024 | 6,03% | 0,16 CHF | 0,17 CHF | 320 000 | 75 000 | 299 903 | 72 309 | 50 782 CHF | 13 099 CHF | 95,57% | 95,57% |