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 | 9,30% | 0,09 CHF | 0,10 CHF | 500 000 | 500 000 | 496 222 | 479 046 | 50 949 CHF | 54 145 CHF | 100,00% | 100,00% |
19/11/2024 | 9,31% | 0,12 CHF | 0,13 CHF | 475 000 | 475 000 | 499 678 | 459 796 | 51 226 CHF | 52 202 CHF | 99,90% | 99,90% |
18/11/2024 | 7,90% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 425 722 | 425 722 | 51 787 CHF | 56 045 CHF | 99,88% | 99,88% |
15/11/2024 | 7,94% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 424 247 | 424 247 | 51 301 CHF | 55 543 CHF | 100,00% | 100,00% |
14/11/2024 | 8,31% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 448 512 | 442 765 | 51 738 CHF | 55 543 CHF | 100,00% | 100,00% |
13/11/2024 | 10,00% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 535 433 | 415 119 | 50 813 CHF | 44 222 CHF | 100,00% | 100,00% |
12/11/2024 | 8,60% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 464 173 | 464 173 | 51 667 CHF | 56 308 CHF | 99,66% | 99,66% |
11/11/2024 | 8,71% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 468 071 | 459 561 | 51 448 CHF | 55 237 CHF | 99,89% | 99,89% |
08/11/2024 | 9,22% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 491 709 | 486 079 | 50 963 CHF | 55 275 CHF | 100,00% | 100,00% |
07/11/2024 | 9,31% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 493 695 | 490 842 | 50 577 CHF | 55 228 CHF | 99,89% | 99,89% |