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 | 10,12% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 544 992 | 375 239 | 51 137 CHF | 39 451 CHF | 100,00% | 100,00% |
19/11/2024 | 9,13% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 491 366 | 458 925 | 51 417 CHF | 53 055 CHF | 99,88% | 99,88% |
18/11/2024 | 9,96% | 0,09 CHF | 0,10 CHF | 500 000 | 500 000 | 531 271 | 416 607 | 50 671 CHF | 44 380 CHF | 99,92% | 99,92% |
15/11/2024 | 10,87% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 589 850 | 300 000 | 51 313 CHF | 29 111 CHF | 100,00% | 100,00% |
14/11/2024 | 10,82% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 584 906 | 304 867 | 51 144 CHF | 29 732 CHF | 100,00% | 100,00% |
13/11/2024 | 9,65% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 509 590 | 474 425 | 50 269 CHF | 51 752 CHF | 100,00% | 100,00% |
12/11/2024 | 10,91% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 590 102 | 321 322 | 51 116 CHF | 31 298 CHF | 99,67% | 99,67% |
11/11/2024 | 11,93% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 633 711 | 334 483 | 49 967 CHF | 29 729 CHF | 99,87% | 99,87% |
08/11/2024 | 9,77% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 516 576 | 455 796 | 50 280 CHF | 49 281 CHF | 100,00% | 100,00% |
07/11/2024 | 8,91% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 481 185 | 481 184 | 51 670 CHF | 56 482 CHF | 99,81% | 99,81% |