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 | 11,45% | 0,08 CHF | 0,09 CHF | 435 213 | 75 000 | 408 942 | 75 000 | 33 762 CHF | 6 942 CHF | 94,79% | 94,79% |
19/11/2024 | 12,93% | 0,08 CHF | 0,09 CHF | 444 343 | 75 000 | 422 273 | 75 000 | 30 642 CHF | 6 200 CHF | 100,00% | 100,00% |
18/11/2024 | 16,84% | 0,09 CHF | 0,10 CHF | 393 829 | 75 000 | 177 621 | 46 607 | 15 996 CHF | 4 819 CHF | 87,49% | 87,49% |
15/11/2024 | 10,16% | 0,10 CHF | 0,11 CHF | 379 455 | 75 000 | 389 036 | 75 000 | 36 436 CHF | 7 786 CHF | 98,83% | 98,83% |
14/11/2024 | 11,12% | 0,09 CHF | 0,10 CHF | 391 830 | 75 000 | 414 069 | 75 000 | 35 204 CHF | 7 143 CHF | 83,23% | 83,23% |
13/11/2024 | 11,76% | 0,08 CHF | 0,09 CHF | 404 449 | 75 000 | 416 291 | 74 112 | 33 346 CHF | 6 678 CHF | 94,16% | 94,16% |
12/11/2024 | 11,77% | 0,08 CHF | 0,09 CHF | 432 406 | 75 000 | 438 156 | 75 000 | 35 034 CHF | 6 747 CHF | 84,17% | 84,17% |
11/11/2024 | 8,62% | 0,10 CHF | 0,11 CHF | 350 360 | 75 000 | 335 264 | 75 000 | 37 291 CHF | 9 099 CHF | 94,79% | 94,79% |
08/11/2024 | 9,61% | 0,10 CHF | 0,11 CHF | 385 131 | 75 000 | 385 731 | 75 000 | 38 253 CHF | 8 187 CHF | 100,00% | 100,00% |
07/11/2024 | 9,94% | 0,10 CHF | 0,11 CHF | 379 871 | 75 000 | 394 153 | 72 251 | 38 278 CHF | 7 768 CHF | 93,52% | 93,52% |