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 | 9,80% | 0,11 CHF | 0,12 CHF | 460 000 | 50 000 | 471 863 | 50 000 | 50 411 CHF | 5 900 CHF | 100,00% | 100,00% |
19/11/2024 | 11,14% | 0,10 CHF | 0,11 CHF | 500 000 | 50 000 | 499 802 | 50 000 | 48 946 CHF | 5 472 CHF | 99,99% | 99,99% |
18/11/2024 | 14,71% | 0,09 CHF | 0,10 CHF | 500 000 | 50 000 | 500 000 | 44 487 | 42 020 CHF | 4 296 CHF | 100,00% | 100,00% |
15/11/2024 | 12,53% | 0,08 CHF | 0,09 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 42 952 CHF | 4 867 CHF | 100,00% | 100,00% |
14/11/2024 | 10,91% | 0,11 CHF | 0,12 CHF | 460 000 | 50 000 | 494 964 | 50 000 | 49 389 CHF | 5 567 CHF | 98,83% | 98,83% |
13/11/2024 | 11,53% | 0,09 CHF | 0,10 CHF | 500 000 | 50 000 | 499 580 | 49 680 | 46 260 CHF | 5 160 CHF | 92,01% | 92,01% |
12/11/2024 | 9,28% | 0,11 CHF | 0,12 CHF | 460 000 | 50 000 | 434 564 | 50 000 | 50 473 CHF | 6 382 CHF | 100,00% | 100,00% |
11/11/2024 | 8,80% | 0,13 CHF | 0,14 CHF | 390 000 | 50 000 | 375 157 | 50 000 | 50 564 CHF | 7 372 CHF | 99,81% | 99,81% |
08/11/2024 | 10,93% | 0,11 CHF | 0,12 CHF | 460 000 | 50 000 | 437 107 | 50 000 | 50 526 CHF | 6 466 CHF | 100,00% | 100,00% |
07/11/2024 | 9,95% | 0,12 CHF | 0,13 CHF | 420 000 | 50 000 | 435 720 | 48 703 | 50 512 CHF | 6 230 CHF | 99,13% | 99,13% |