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 | 8,46% | 0,14 CHF | 0,15 CHF | 360 000 | 75 000 | 343 551 | 75 000 | 50 881 CHF | 12 121 CHF | 100,00% | 100,00% |
19/11/2024 | 10,71% | 0,12 CHF | 0,13 CHF | 420 000 | 75 000 | 467 581 | 75 000 | 50 415 CHF | 9 017 CHF | 99,99% | 99,99% |
18/11/2024 | 11,92% | 0,13 CHF | 0,14 CHF | 390 000 | 75 000 | 358 149 | 69 486 | 50 726 CHF | 11 071 CHF | 100,00% | 100,00% |
15/11/2024 | 15,64% | 0,16 CHF | 0,17 CHF | 320 000 | 75 000 | 168 824 | 54 333 | 25 909 CHF | 9 348 CHF | 100,00% | 100,00% |
14/11/2024 | 8,13% | 0,15 CHF | 0,17 CHF | 340 000 | 75 000 | 337 549 | 75 000 | 51 002 CHF | 12 303 CHF | 98,90% | 98,90% |
13/11/2024 | 8,91% | 0,15 CHF | 0,16 CHF | 340 000 | 75 000 | 353 300 | 74 449 | 50 614 CHF | 11 669 CHF | 99,36% | 99,36% |
12/11/2024 | 8,59% | 0,15 CHF | 0,17 CHF | 340 000 | 75 000 | 308 264 | 75 000 | 51 047 CHF | 13 554 CHF | 98,84% | 98,84% |
11/11/2024 | 6,76% | 0,20 CHF | 0,22 CHF | 250 000 | 75 000 | 237 281 | 73 091 | 47 966 CHF | 15 791 CHF | 99,61% | 99,61% |
08/11/2024 | 6,62% | 0,20 CHF | 0,21 CHF | 250 000 | 75 000 | 257 964 | 75 000 | 50 516 CHF | 15 708 CHF | 100,00% | 100,00% |
07/11/2024 | 6,11% | 0,22 CHF | 0,23 CHF | 230 000 | 75 000 | 225 717 | 73 699 | 50 588 CHF | 17 568 CHF | 98,73% | 98,73% |