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 | 8,33% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 448 431 | 448 431 | 51 583 CHF | 56 068 CHF | 100,00% | 100,00% |
19/11/2024 | 8,78% | 0,11 CHF | 0,12 CHF | 425 000 | 425 000 | 470 640 | 429 418 | 51 300 CHF | 52 298 CHF | 99,91% | 99,91% |
18/11/2024 | 11,55% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 614 620 | 314 097 | 50 169 CHF | 28 767 CHF | 99,88% | 99,88% |
15/11/2024 | 10,78% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 584 530 | 315 966 | 51 302 CHF | 31 127 CHF | 100,00% | 100,00% |
14/11/2024 | 9,34% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 495 286 | 489 586 | 50 604 CHF | 54 978 CHF | 100,00% | 100,00% |
13/11/2024 | 8,97% | 0,11 CHF | 0,12 CHF | 425 000 | 425 000 | 478 337 | 475 483 | 50 993 CHF | 55 463 CHF | 100,00% | 100,00% |
12/11/2024 | 10,15% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 546 235 | 365 292 | 51 093 CHF | 38 560 CHF | 99,71% | 99,71% |
11/11/2024 | 11,88% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 639 195 | 331 791 | 50 609 CHF | 29 590 CHF | 99,90% | 99,90% |
08/11/2024 | 9,15% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 486 523 | 486 524 | 50 778 CHF | 55 644 CHF | 100,00% | 100,00% |
07/11/2024 | 9,92% | 0,11 CHF | 0,12 CHF | 500 000 | 500 000 | 534 021 | 411 732 | 51 195 CHF | 44 517 CHF | 99,89% | 99,89% |