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 | 8,41% | 0,11 CHF | 0,12 CHF | 389 157 | 75 000 | 368 126 | 75 000 | 41 957 CHF | 9 328 CHF | 100,00% | 100,00% |
19/11/2024 | 11,50% | 0,08 CHF | 0,09 CHF | 447 507 | 75 000 | 417 434 | 73 453 | 35 057 CHF | 6 958 CHF | 100,00% | 100,00% |
18/11/2024 | 10,72% | 0,09 CHF | 0,10 CHF | 458 410 | 75 000 | 403 022 | 63 973 | 39 599 CHF | 6 847 CHF | 100,00% | 100,00% |
15/11/2024 | 9,41% | 0,11 CHF | 0,12 CHF | 365 467 | 75 000 | 404 125 | 75 000 | 41 036 CHF | 8 429 CHF | 100,00% | 100,00% |
14/11/2024 | 10,98% | 0,09 CHF | 0,10 CHF | 418 555 | 75 000 | 450 954 | 75 000 | 38 943 CHF | 7 243 CHF | 99,52% | 99,52% |
13/11/2024 | 15,38% | 0,06 CHF | 0,07 CHF | 500 000 | 75 000 | 500 000 | 74 146 | 30 000 CHF | 5 190 CHF | 99,32% | 99,32% |
12/11/2024 | 12,00% | 0,06 CHF | 0,07 CHF | 500 000 | 75 000 | 487 716 | 75 000 | 38 306 CHF | 6 640 CHF | 100,00% | 100,00% |
11/11/2024 | 11,02% | 0,09 CHF | 0,10 CHF | 448 816 | 75 000 | 448 387 | 75 000 | 38 579 CHF | 7 203 CHF | 100,00% | 100,00% |
08/11/2024 | 11,83% | 0,08 CHF | 0,09 CHF | 488 679 | 75 000 | 492 409 | 75 000 | 39 190 CHF | 6 718 CHF | 100,00% | 100,00% |
07/11/2024 | 10,96% | 0,09 CHF | 0,10 CHF | 444 866 | 75 000 | 440 738 | 72 406 | 39 209 CHF | 7 220 CHF | 99,12% | 99,12% |