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 | 11,25% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 609 609 | 318 104 | 51 166 CHF | 29 966 CHF | 99,83% | 99,83% |
19/11/2024 | 11,29% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 612 194 | 320 918 | 51 201 CHF | 30 101 CHF | 99,83% | 99,83% |
18/11/2024 | 15,51% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 854 659 | 436 103 | 50 789 CHF | 30 278 CHF | 100,00% | 100,00% |
15/11/2024 | 14,23% | 0,06 CHF | 0,07 CHF | 775 000 | 400 000 | 770 387 | 396 646 | 50 316 CHF | 29 897 CHF | 100,00% | 100,00% |
14/11/2024 | 10,39% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 559 600 | 347 145 | 51 072 CHF | 35 445 CHF | 100,00% | 100,00% |
13/11/2024 | 10,53% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 565 440 | 359 308 | 50 901 CHF | 36 603 CHF | 99,32% | 99,32% |
12/11/2024 | 7,07% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 383 475 | 383 472 | 52 323 CHF | 56 157 CHF | 100,00% | 100,00% |
11/11/2024 | 5,37% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 287 791 | 287 795 | 52 116 CHF | 54 995 CHF | 99,77% | 99,77% |
08/11/2024 | 6,95% | 0,13 CHF | 0,14 CHF | 375 000 | 375 000 | 375 626 | 375 624 | 52 203 CHF | 55 959 CHF | 100,00% | 100,00% |
07/11/2024 | 6,38% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 344 834 | 344 834 | 52 316 CHF | 55 765 CHF | 99,68% | 99,68% |