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 | 8,94% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 482 933 | 482 933 | 51 638 CHF | 56 467 CHF | 100,00% | 100,00% |
19/11/2024 | 9,47% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 497 793 | 497 793 | 50 059 CHF | 55 037 CHF | 99,88% | 99,88% |
18/11/2024 | 8,43% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 455 734 | 455 734 | 51 755 CHF | 56 313 CHF | 99,89% | 99,89% |
15/11/2024 | 7,67% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 411 322 | 411 322 | 51 583 CHF | 55 697 CHF | 100,00% | 100,00% |
14/11/2024 | 7,86% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 422 488 | 422 488 | 51 652 CHF | 55 877 CHF | 99,98% | 99,98% |
13/11/2024 | 9,48% | 0,11 CHF | 0,12 CHF | 500 000 | 500 000 | 499 740 | 499 740 | 50 214 CHF | 55 211 CHF | 100,00% | 100,00% |
12/11/2024 | 8,77% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 471 743 | 471 743 | 51 466 CHF | 56 183 CHF | 99,70% | 99,70% |
11/11/2024 | 6,69% | 0,13 CHF | 0,14 CHF | 375 000 | 375 000 | 362 683 | 362 683 | 52 456 CHF | 56 083 CHF | 99,90% | 99,90% |
08/11/2024 | 6,46% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 348 701 | 348 700 | 52 156 CHF | 55 642 CHF | 100,00% | 100,00% |
07/11/2024 | 5,24% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 280 756 | 280 758 | 52 141 CHF | 54 949 CHF | 99,88% | 99,88% |