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 | 13,66% | 0,07 CHF | 0,08 CHF | 325 000 | 325 000 | 347 600 | 347 593 | 23 695 CHF | 27 171 CHF | 99,96% | 99,96% |
19/11/2024 | 10,51% | 0,09 CHF | 0,10 CHF | 250 000 | 250 000 | 251 444 | 251 447 | 22 697 CHF | 25 212 CHF | 99,82% | 99,82% |
18/11/2024 | 15,39% | 0,07 CHF | 0,08 CHF | 350 000 | 350 000 | 389 511 | 389 515 | 23 338 CHF | 27 233 CHF | 99,91% | 99,91% |
15/11/2024 | 15,28% | 0,06 CHF | 0,07 CHF | 425 000 | 425 000 | 388 707 | 388 709 | 23 499 CHF | 27 386 CHF | 100,00% | 100,00% |
14/11/2024 | 14,64% | 0,06 CHF | 0,07 CHF | 375 000 | 375 000 | 378 067 | 378 067 | 23 932 CHF | 27 712 CHF | 99,63% | 99,63% |
13/11/2024 | 13,42% | 0,07 CHF | 0,08 CHF | 325 000 | 325 000 | 339 865 | 339 865 | 23 640 CHF | 27 038 CHF | 99,95% | 99,95% |
12/11/2024 | 15,24% | 0,07 CHF | 0,08 CHF | 375 000 | 375 000 | 407 724 | 407 725 | 24 722 CHF | 28 799 CHF | 99,83% | 99,83% |
11/11/2024 | 17,47% | 0,06 CHF | 0,07 CHF | 500 000 | 500 000 | 509 236 | 488 807 | 26 618 CHF | 30 452 CHF | 99,82% | 99,82% |
08/11/2024 | 16,41% | 0,06 CHF | 0,07 CHF | 475 000 | 475 000 | 472 562 | 462 853 | 26 453 CHF | 30 527 CHF | 99,82% | 99,82% |
07/11/2024 | 17,32% | 0,06 CHF | 0,07 CHF | 525 000 | 475 000 | 524 419 | 485 062 | 27 681 CHF | 30 461 CHF | 99,90% | 99,90% |