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 | 10,29% | 0,10 CHF | 0,11 CHF | 750 000 | 250 000 | 750 251 | 250 084 | 69 261 CHF | 25 588 CHF | 99,67% | 99,67% |
19/11/2024 | 11,73% | 0,10 CHF | 0,11 CHF | 750 000 | 250 000 | 869 278 | 289 759 | 70 110 CHF | 26 268 CHF | 99,26% | 99,26% |
18/11/2024 | 10,81% | 0,08 CHF | 0,09 CHF | 900 000 | 300 000 | 888 371 | 296 124 | 77 912 CHF | 28 932 CHF | 99,22% | 99,22% |
15/11/2024 | 9,12% | 0,10 CHF | 0,11 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 78 776 CHF | 28 759 CHF | 99,39% | 99,39% |
14/11/2024 | 10,19% | 0,10 CHF | 0,11 CHF | 750 000 | 250 000 | 848 212 | 282 737 | 79 163 CHF | 29 215 CHF | 98,00% | 98,00% |
13/11/2024 | 9,43% | 0,10 CHF | 0,11 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 75 847 CHF | 27 782 CHF | 99,38% | 99,38% |
12/11/2024 | 11,53% | 0,10 CHF | 0,11 CHF | 750 000 | 250 000 | 885 806 | 295 269 | 72 454 CHF | 27 104 CHF | 93,48% | 93,48% |
11/11/2024 | 13,44% | 0,08 CHF | 0,09 CHF | 900 000 | 300 000 | 979 776 | 379 776 | 68 150 CHF | 30 174 CHF | 98,27% | 98,27% |
08/11/2024 | 14,59% | 0,07 CHF | 0,08 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 63 864 CHF | 29 546 CHF | 99,25% | 99,25% |
07/11/2024 | 15,64% | 0,06 CHF | 0,07 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 59 166 CHF | 27 666 CHF | 98,61% | 98,61% |