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 | 10,84% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 587 140 | 321 166 | 51 234 CHF | 31 473 CHF | 100,00% | 100,00% |
19/11/2024 | 13,08% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 709 270 | 367 139 | 50 710 CHF | 29 922 CHF | 99,89% | 99,89% |
18/11/2024 | 11,60% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 621 297 | 320 591 | 50 477 CHF | 29 245 CHF | 99,90% | 99,90% |
15/11/2024 | 10,52% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 574 392 | 309 450 | 51 751 CHF | 31 061 CHF | 100,00% | 100,00% |
14/11/2024 | 8,93% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 481 887 | 481 423 | 51 578 CHF | 56 346 CHF | 100,00% | 100,00% |
13/11/2024 | 9,13% | 0,10 CHF | 0,11 CHF | 575 000 | 300 000 | 494 341 | 454 375 | 51 694 CHF | 52 428 CHF | 100,00% | 100,00% |
12/11/2024 | 6,13% | 0,12 CHF | 0,13 CHF | 400 000 | 400 000 | 326 922 | 326 922 | 51 731 CHF | 55 000 CHF | 99,69% | 99,69% |
11/11/2024 | 5,45% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 300 109 | 300 109 | 53 563 CHF | 56 564 CHF | 99,87% | 99,87% |
08/11/2024 | 6,69% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 362 139 | 362 139 | 52 287 CHF | 55 909 CHF | 100,00% | 100,00% |
07/11/2024 | 5,85% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 315 280 | 315 280 | 52 296 CHF | 55 449 CHF | 99,88% | 99,88% |