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 | 13,99% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 761 951 | 392 734 | 50 664 CHF | 30 044 CHF | 100,00% | 100,00% |
19/11/2024 | 16,58% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 908 125 | 446 907 | 50 296 CHF | 29 379 CHF | 99,90% | 99,90% |
18/11/2024 | 15,46% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 856 691 | 436 609 | 51 145 CHF | 30 434 CHF | 99,90% | 99,90% |
15/11/2024 | 15,56% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 854 749 | 431 551 | 50 686 CHF | 29 905 CHF | 100,00% | 100,00% |
14/11/2024 | 15,87% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 875 987 | 445 485 | 50 816 CHF | 30 306 CHF | 100,00% | 100,00% |
13/11/2024 | 15,47% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 841 364 | 405 312 | 50 216 CHF | 28 546 CHF | 100,00% | 100,00% |
12/11/2024 | 11,35% | 0,07 CHF | 0,08 CHF | 675 000 | 350 000 | 606 470 | 313 268 | 50 423 CHF | 29 191 CHF | 99,69% | 99,69% |
11/11/2024 | 9,74% | 0,11 CHF | 0,12 CHF | 500 000 | 500 000 | 517 846 | 447 570 | 50 618 CHF | 48 650 CHF | 99,87% | 99,87% |
08/11/2024 | 9,52% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 503 998 | 473 925 | 50 452 CHF | 52 452 CHF | 100,00% | 100,00% |
07/11/2024 | 7,95% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 428 547 | 428 548 | 51 800 CHF | 56 085 CHF | 99,83% | 99,83% |