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 | 11,18% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 601 875 | 304 111 | 50 840 CHF | 28 725 CHF | 100,00% | 100,00% |
19/11/2024 | 10,52% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 569 903 | 329 080 | 51 304 CHF | 33 201 CHF | 99,86% | 99,86% |
18/11/2024 | 10,95% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 592 703 | 301 826 | 51 180 CHF | 29 091 CHF | 99,88% | 99,88% |
15/11/2024 | 10,51% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 569 589 | 327 472 | 51 330 CHF | 33 107 CHF | 100,00% | 100,00% |
14/11/2024 | 9,82% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 521 905 | 441 585 | 50 536 CHF | 47 596 CHF | 100,00% | 100,00% |
13/11/2024 | 9,47% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 500 312 | 492 523 | 50 322 CHF | 54 503 CHF | 100,00% | 100,00% |
12/11/2024 | 9,63% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 504 443 | 476 796 | 49 874 CHF | 52 126 CHF | 99,71% | 99,71% |
11/11/2024 | 10,29% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 555 521 | 351 943 | 51 168 CHF | 36 316 CHF | 99,89% | 99,89% |
08/11/2024 | 8,89% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 480 867 | 480 867 | 51 735 CHF | 56 544 CHF | 100,00% | 100,00% |
07/11/2024 | 9,31% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 493 590 | 484 964 | 50 578 CHF | 54 628 CHF | 99,90% | 99,90% |