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 | 9,81% | 0,13 CHF | 0,14 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 58 724 CHF | 21 575 CHF | 99,37% | 99,37% |
19/11/2024 | 7,49% | 0,13 CHF | 0,14 CHF | 450 000 | 150 000 | 474 437 | 158 146 | 60 838 CHF | 21 861 CHF | 96,68% | 96,68% |
18/11/2024 | 6,93% | 0,13 CHF | 0,14 CHF | 600 000 | 200 000 | 477 272 | 159 091 | 66 441 CHF | 23 738 CHF | 97,57% | 97,57% |
15/11/2024 | 8,34% | 0,15 CHF | 0,16 CHF | 450 000 | 150 000 | 581 526 | 193 842 | 67 013 CHF | 24 276 CHF | 96,35% | 96,35% |
14/11/2024 | 10,43% | 0,10 CHF | 0,11 CHF | 600 000 | 200 000 | 699 907 | 233 302 | 63 644 CHF | 23 548 CHF | 99,39% | 99,39% |
13/11/2024 | 11,51% | 0,09 CHF | 0,10 CHF | 600 000 | 200 000 | 710 695 | 236 898 | 58 108 CHF | 21 738 CHF | 98,73% | 98,73% |
12/11/2024 | 13,18% | 0,08 CHF | 0,09 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 53 249 CHF | 20 250 CHF | 99,39% | 99,39% |
11/11/2024 | 14,87% | 0,07 CHF | 0,08 CHF | 750 000 | 250 000 | 843 150 | 281 050 | 52 460 CHF | 20 297 CHF | 99,38% | 99,38% |
08/11/2024 | 13,45% | 0,07 CHF | 0,08 CHF | 900 000 | 300 000 | 768 632 | 256 211 | 53 272 CHF | 20 320 CHF | 99,34% | 99,34% |
07/11/2024 | 12,33% | 0,07 CHF | 0,08 CHF | 750 000 | 250 000 | 751 906 | 250 635 | 57 436 CHF | 21 652 CHF | 98,66% | 98,66% |