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 | 14,83% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 812 459 | 415 095 | 50 697 CHF | 30 072 CHF | 100,00% | 100,00% |
19/11/2024 | 13,06% | 0,08 CHF | 0,09 CHF | 725 000 | 375 000 | 706 005 | 376 101 | 50 543 CHF | 31 042 CHF | 99,89% | 99,89% |
18/11/2024 | 10,13% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 547 491 | 372 549 | 51 272 CHF | 39 160 CHF | 99,88% | 99,88% |
15/11/2024 | 10,50% | 0,09 CHF | 0,10 CHF | 500 000 | 500 000 | 567 813 | 337 680 | 51 247 CHF | 34 145 CHF | 100,00% | 100,00% |
14/11/2024 | 12,00% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 643 964 | 332 531 | 50 440 CHF | 29 361 CHF | 100,00% | 100,00% |
13/11/2024 | 12,34% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 666 282 | 343 074 | 50 654 CHF | 29 507 CHF | 100,00% | 100,00% |
12/11/2024 | 10,92% | 0,07 CHF | 0,08 CHF | 675 000 | 350 000 | 586 022 | 334 246 | 50 744 CHF | 32 634 CHF | 99,70% | 99,70% |
11/11/2024 | 9,32% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 499 081 | 466 524 | 51 130 CHF | 52 818 CHF | 99,90% | 99,90% |
08/11/2024 | 11,74% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 632 076 | 323 849 | 50 705 CHF | 29 202 CHF | 100,00% | 100,00% |
07/11/2024 | 9,60% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 513 593 | 405 745 | 50 913 CHF | 45 391 CHF | 99,90% | 99,90% |