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 | 10,23% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 553 830 | 358 696 | 51 331 CHF | 37 283 CHF | 100,00% | 100,00% |
19/11/2024 | 8,42% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 453 857 | 439 704 | 51 588 CHF | 54 682 CHF | 99,91% | 99,91% |
18/11/2024 | 10,60% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 577 827 | 308 353 | 51 634 CHF | 30 709 CHF | 99,90% | 99,90% |
15/11/2024 | 10,89% | 0,10 CHF | 0,11 CHF | 575 000 | 300 000 | 592 014 | 305 578 | 51 442 CHF | 29 621 CHF | 100,00% | 100,00% |
14/11/2024 | 9,16% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 484 600 | 484 599 | 50 505 CHF | 55 351 CHF | 100,00% | 100,00% |
13/11/2024 | 7,90% | 0,13 CHF | 0,14 CHF | 375 000 | 375 000 | 427 586 | 427 586 | 51 998 CHF | 56 274 CHF | 100,00% | 100,00% |
12/11/2024 | 11,35% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 603 750 | 346 675 | 50 199 CHF | 32 835 CHF | 99,70% | 99,70% |
11/11/2024 | 10,96% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 592 468 | 302 812 | 51 123 CHF | 29 169 CHF | 99,89% | 99,89% |
08/11/2024 | 9,69% | 0,11 CHF | 0,12 CHF | 500 000 | 500 000 | 514 949 | 459 191 | 50 551 CHF | 50 038 CHF | 100,00% | 100,00% |
07/11/2024 | 10,36% | 0,10 CHF | 0,11 CHF | 575 000 | 300 000 | 564 851 | 327 063 | 51 724 CHF | 33 434 CHF | 99,91% | 99,91% |