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 | 13,27% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 720 147 | 372 580 | 50 679 CHF | 29 946 CHF | 100,00% | 100,00% |
19/11/2024 | 12,43% | 0,07 CHF | 0,08 CHF | 675 000 | 350 000 | 668 154 | 346 577 | 50 427 CHF | 29 623 CHF | 99,89% | 99,89% |
18/11/2024 | 13,07% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 709 371 | 367 185 | 50 734 CHF | 29 934 CHF | 99,89% | 99,89% |
15/11/2024 | 13,82% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 751 487 | 388 137 | 50 614 CHF | 30 025 CHF | 100,00% | 100,00% |
14/11/2024 | 12,68% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 684 817 | 354 908 | 50 546 CHF | 29 748 CHF | 100,00% | 100,00% |
13/11/2024 | 12,02% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 642 978 | 333 343 | 50 283 CHF | 29 400 CHF | 100,00% | 100,00% |
12/11/2024 | 12,44% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 667 914 | 347 307 | 50 342 CHF | 29 651 CHF | 99,61% | 99,61% |
11/11/2024 | 14,15% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 765 147 | 395 073 | 50 242 CHF | 29 893 CHF | 99,89% | 99,89% |
08/11/2024 | 13,39% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 727 660 | 376 330 | 50 702 CHF | 29 986 CHF | 100,00% | 100,00% |
07/11/2024 | 13,24% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 718 804 | 371 902 | 50 707 CHF | 29 954 CHF | 99,90% | 99,90% |