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 | 11,61% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 614 073 | 320 060 | 49 765 CHF | 29 165 CHF | 99,82% | 99,82% |
19/11/2024 | 9,39% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 504 656 | 445 052 | 51 308 CHF | 50 850 CHF | 99,83% | 99,83% |
18/11/2024 | 11,08% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 599 988 | 350 127 | 51 225 CHF | 34 667 CHF | 100,00% | 100,00% |
15/11/2024 | 11,05% | 0,08 CHF | 0,09 CHF | 725 000 | 375 000 | 598 126 | 333 565 | 51 123 CHF | 32 167 CHF | 100,00% | 100,00% |
14/11/2024 | 9,36% | 0,12 CHF | 0,13 CHF | 500 000 | 500 000 | 500 744 | 453 293 | 51 077 CHF | 51 337 CHF | 100,00% | 100,00% |
13/11/2024 | 12,33% | 0,15 CHF | 0,16 CHF | 475 000 | 475 000 | 676 034 | 417 844 | 51 626 CHF | 38 647 CHF | 99,97% | 99,97% |
12/11/2024 | 3,56% | 0,17 CHF | 0,18 CHF | 200 000 | 200 000 | 190 319 | 190 319 | 52 921 CHF | 54 824 CHF | 100,00% | 100,00% |
11/11/2024 | 2,90% | 0,34 CHF | 0,35 CHF | 175 000 | 175 000 | 155 986 | 155 983 | 52 931 CHF | 54 490 CHF | 99,78% | 99,78% |
08/11/2024 | 3,39% | 0,30 CHF | 0,31 CHF | 175 000 | 175 000 | 182 030 | 182 029 | 52 800 CHF | 54 620 CHF | 100,00% | 100,00% |
07/11/2024 | 3,20% | 0,29 CHF | 0,30 CHF | 175 000 | 175 000 | 175 757 | 175 757 | 54 123 CHF | 55 881 CHF | 99,69% | 99,69% |