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 | 10,19% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 545 516 | 383 106 | 50 789 CHF | 40 070 CHF | 100,00% | 100,00% |
19/11/2024 | 8,21% | 0,11 CHF | 0,12 CHF | 425 000 | 425 000 | 441 090 | 441 090 | 51 524 CHF | 55 935 CHF | 99,87% | 99,87% |
18/11/2024 | 9,00% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 483 110 | 483 110 | 51 345 CHF | 56 176 CHF | 99,87% | 99,87% |
15/11/2024 | 9,37% | 0,11 CHF | 0,12 CHF | 500 000 | 500 000 | 496 362 | 496 362 | 50 560 CHF | 55 524 CHF | 100,00% | 100,00% |
14/11/2024 | 10,26% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 555 445 | 351 993 | 51 318 CHF | 36 481 CHF | 100,00% | 100,00% |
13/11/2024 | 9,53% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 512 252 | 440 146 | 51 216 CHF | 49 087 CHF | 100,00% | 100,00% |
12/11/2024 | 14,97% | 0,09 CHF | 0,10 CHF | 675 000 | 350 000 | 827 498 | 421 383 | 51 199 CHF | 30 303 CHF | 99,67% | 99,67% |
11/11/2024 | 16,12% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 891 276 | 452 588 | 50 849 CHF | 30 336 CHF | 99,85% | 99,85% |
08/11/2024 | 12,46% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 670 635 | 347 538 | 50 469 CHF | 29 631 CHF | 100,00% | 100,00% |
07/11/2024 | 14,04% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 762 970 | 390 218 | 50 486 CHF | 29 742 CHF | 99,90% | 99,90% |