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 | 11,60% | 0,07 CHF | 0,08 CHF | 675 000 | 350 000 | 625 732 | 336 278 | 50 831 CHF | 30 912 CHF | 99,83% | 99,83% |
19/11/2024 | 11,22% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 605 038 | 345 742 | 50 886 CHF | 33 196 CHF | 99,92% | 99,92% |
18/11/2024 | 9,00% | 0,11 CHF | 0,12 CHF | 500 000 | 500 000 | 486 073 | 486 070 | 51 622 CHF | 56 482 CHF | 100,00% | 100,00% |
15/11/2024 | 7,79% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 416 950 | 416 953 | 51 448 CHF | 55 617 CHF | 100,00% | 100,00% |
14/11/2024 | 7,49% | 0,14 CHF | 0,15 CHF | 400 000 | 400 000 | 407 361 | 407 360 | 52 343 CHF | 56 416 CHF | 100,00% | 100,00% |
13/11/2024 | 8,09% | 0,12 CHF | 0,13 CHF | 475 000 | 475 000 | 436 270 | 436 270 | 51 772 CHF | 56 134 CHF | 99,95% | 99,95% |
12/11/2024 | 7,13% | 0,12 CHF | 0,13 CHF | 400 000 | 400 000 | 381 665 | 381 664 | 51 652 CHF | 55 468 CHF | 100,00% | 100,00% |
11/11/2024 | 5,78% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 311 205 | 311 209 | 52 281 CHF | 55 393 CHF | 99,78% | 99,78% |
08/11/2024 | 5,90% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 313 866 | 313 864 | 51 668 CHF | 54 806 CHF | 100,00% | 100,00% |
07/11/2024 | 4,68% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 250 171 | 250 170 | 52 224 CHF | 54 725 CHF | 93,93% | 93,93% |