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 | 19,81% | 0,05 CHF | 0,06 CHF | 675 000 | 500 000 | 721 088 | 290 908 | 32 794 CHF | 16 254 CHF | 99,95% | 99,95% |
19/11/2024 | 18,83% | 0,05 CHF | 0,06 CHF | 700 000 | 250 000 | 668 477 | 404 407 | 32 207 CHF | 23 821 CHF | 99,79% | 99,79% |
18/11/2024 | 19,67% | 0,05 CHF | 0,06 CHF | 625 000 | 500 000 | 686 445 | 296 764 | 31 467 CHF | 16 769 CHF | 99,90% | 99,90% |
15/11/2024 | 18,88% | 0,06 CHF | 0,07 CHF | 575 000 | 475 000 | 643 852 | 374 871 | 30 891 CHF | 22 156 CHF | 100,00% | 100,00% |
14/11/2024 | 18,44% | 0,05 CHF | 0,06 CHF | 575 000 | 500 000 | 615 265 | 453 278 | 30 311 CHF | 27 041 CHF | 99,63% | 99,63% |
13/11/2024 | 18,23% | 0,05 CHF | 0,06 CHF | 600 000 | 500 000 | 614 503 | 490 161 | 30 633 CHF | 29 369 CHF | 99,94% | 99,94% |
12/11/2024 | 19,25% | 0,05 CHF | 0,06 CHF | 675 000 | 250 000 | 661 682 | 347 540 | 31 117 CHF | 20 076 CHF | 99,80% | 99,80% |
11/11/2024 | 20,00% | 0,05 CHF | 0,06 CHF | 700 000 | 250 000 | 700 671 | 251 881 | 31 530 CHF | 13 853 CHF | 99,78% | 99,78% |
08/11/2024 | 18,35% | 0,05 CHF | 0,06 CHF | 650 000 | 500 000 | 640 475 | 476 565 | 31 710 CHF | 28 467 CHF | 99,88% | 99,88% |
07/11/2024 | 18,49% | 0,05 CHF | 0,06 CHF | 625 000 | 500 000 | 640 571 | 457 360 | 31 384 CHF | 27 218 CHF | 99,90% | 99,90% |