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 | 11,53% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 619 208 | 318 480 | 50 633 CHF | 29 217 CHF | 100,00% | 100,00% |
19/11/2024 | 12,49% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 672 391 | 348 271 | 50 449 CHF | 29 611 CHF | 99,21% | 99,21% |
18/11/2024 | 11,44% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 612 124 | 312 128 | 50 453 CHF | 28 837 CHF | 99,90% | 99,90% |
15/11/2024 | 11,25% | 0,08 CHF | 0,09 CHF | 600 000 | 300 000 | 604 503 | 304 881 | 50 731 CHF | 28 628 CHF | 100,00% | 100,00% |
14/11/2024 | 12,84% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 696 268 | 359 970 | 50 727 CHF | 29 836 CHF | 100,00% | 100,00% |
13/11/2024 | 14,10% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 768 020 | 394 049 | 50 620 CHF | 29 930 CHF | 100,00% | 100,00% |
12/11/2024 | 10,71% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 579 088 | 307 639 | 51 210 CHF | 30 323 CHF | 99,69% | 99,69% |
11/11/2024 | 10,18% | 0,10 CHF | 0,11 CHF | 575 000 | 300 000 | 554 919 | 353 879 | 51 747 CHF | 36 924 CHF | 99,88% | 99,88% |
08/11/2024 | 10,81% | 0,08 CHF | 0,09 CHF | 600 000 | 300 000 | 587 642 | 300 000 | 51 425 CHF | 29 269 CHF | 100,00% | 100,00% |
07/11/2024 | 10,09% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 544 954 | 380 139 | 51 266 CHF | 40 003 CHF | 99,91% | 99,91% |