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 | 9,96% | 0,10 CHF | 0,11 CHF | 575 000 | 300 000 | 535 394 | 405 616 | 51 039 CHF | 43 299 CHF | 100,00% | 100,00% |
19/11/2024 | 10,51% | 0,10 CHF | 0,11 CHF | 575 000 | 300 000 | 571 953 | 320 621 | 51 563 CHF | 32 362 CHF | 99,88% | 99,88% |
18/11/2024 | 9,83% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 524 229 | 432 518 | 50 677 CHF | 46 696 CHF | 99,92% | 99,92% |
15/11/2024 | 10,20% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 548 164 | 376 566 | 50 981 CHF | 39 377 CHF | 100,00% | 100,00% |
14/11/2024 | 11,37% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 610 490 | 310 335 | 50 636 CHF | 28 831 CHF | 100,00% | 100,00% |
13/11/2024 | 11,81% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 634 444 | 327 701 | 50 557 CHF | 29 382 CHF | 100,00% | 100,00% |
12/11/2024 | 11,25% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 601 717 | 309 435 | 50 483 CHF | 29 059 CHF | 99,71% | 99,71% |
11/11/2024 | 10,34% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 560 369 | 341 777 | 51 392 CHF | 35 083 CHF | 99,90% | 99,90% |
08/11/2024 | 11,41% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 611 725 | 311 461 | 50 559 CHF | 28 843 CHF | 100,00% | 100,00% |
07/11/2024 | 10,56% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 570 196 | 339 202 | 51 160 CHF | 34 197 CHF | 99,89% | 99,89% |