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 | 12,73% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 685 756 | 357 234 | 50 401 CHF | 29 844 CHF | 100,00% | 100,00% |
19/11/2024 | 10,58% | 0,09 CHF | 0,10 CHF | 500 000 | 500 000 | 570 238 | 404 592 | 51 020 CHF | 41 545 CHF | 99,91% | 99,91% |
18/11/2024 | 12,91% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 695 324 | 359 856 | 50 430 CHF | 29 700 CHF | 99,90% | 99,90% |
15/11/2024 | 11,31% | 0,09 CHF | 0,10 CHF | 625 000 | 325 000 | 608 559 | 314 127 | 50 829 CHF | 29 412 CHF | 100,00% | 100,00% |
14/11/2024 | 9,86% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 528 498 | 425 922 | 50 947 CHF | 46 025 CHF | 100,00% | 100,00% |
13/11/2024 | 10,71% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 578 679 | 350 327 | 51 195 CHF | 35 497 CHF | 100,00% | 100,00% |
12/11/2024 | 13,12% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 707 388 | 367 256 | 50 364 CHF | 29 821 CHF | 99,69% | 99,69% |
11/11/2024 | 13,59% | 0,06 CHF | 0,07 CHF | 775 000 | 400 000 | 735 768 | 380 123 | 50 454 CHF | 29 872 CHF | 99,84% | 99,84% |
08/11/2024 | 12,38% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 665 744 | 345 372 | 50 459 CHF | 29 632 CHF | 100,00% | 100,00% |
07/11/2024 | 12,82% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 688 473 | 356 736 | 50 278 CHF | 29 620 CHF | 99,86% | 99,86% |