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 | 9,16% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 489 566 | 489 566 | 51 049 CHF | 55 945 CHF | 100,00% | 100,00% |
19/11/2024 | 10,01% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 533 489 | 410 564 | 50 643 CHF | 43 547 CHF | 99,91% | 99,91% |
18/11/2024 | 9,44% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 498 096 | 498 096 | 50 268 CHF | 55 249 CHF | 99,91% | 99,91% |
15/11/2024 | 8,88% | 0,10 CHF | 0,11 CHF | 475 000 | 475 000 | 478 373 | 478 373 | 51 540 CHF | 56 324 CHF | 100,00% | 100,00% |
14/11/2024 | 8,19% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 438 544 | 438 544 | 51 322 CHF | 55 708 CHF | 100,00% | 100,00% |
13/11/2024 | 8,35% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 448 812 | 448 813 | 51 525 CHF | 56 013 CHF | 100,00% | 100,00% |
12/11/2024 | 6,46% | 0,12 CHF | 0,13 CHF | 400 000 | 400 000 | 348 249 | 348 248 | 52 180 CHF | 55 663 CHF | 99,70% | 99,70% |
11/11/2024 | 6,00% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 321 176 | 321 176 | 51 971 CHF | 55 182 CHF | 99,91% | 99,91% |
08/11/2024 | 6,74% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 365 581 | 365 581 | 52 413 CHF | 56 069 CHF | 100,00% | 100,00% |
07/11/2024 | 6,20% | 0,16 CHF | 0,17 CHF | 300 000 | 300 000 | 333 528 | 333 528 | 52 068 CHF | 55 404 CHF | 99,87% | 99,87% |