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 | 25,71% | 0,04 CHF | 0,05 CHF | 525 000 | 250 000 | 465 689 | 250 000 | 15 772 CHF | 11 012 CHF | 99,97% | 99,97% |
19/11/2024 | 25,16% | 0,04 CHF | 0,05 CHF | 425 000 | 250 000 | 467 336 | 250 000 | 16 238 CHF | 11 195 CHF | 99,78% | 99,78% |
18/11/2024 | 25,00% | 0,04 CHF | 0,05 CHF | 450 000 | 250 000 | 452 083 | 250 000 | 15 823 CHF | 11 250 CHF | 99,90% | 99,90% |
15/11/2024 | 22,54% | 0,04 CHF | 0,05 CHF | 375 000 | 250 000 | 385 538 | 250 000 | 15 188 CHF | 12 355 CHF | 100,00% | 100,00% |
14/11/2024 | 21,19% | 0,04 CHF | 0,05 CHF | 350 000 | 250 000 | 338 069 | 250 000 | 14 281 CHF | 13 081 CHF | 99,54% | 99,54% |
13/11/2024 | 20,86% | 0,04 CHF | 0,05 CHF | 375 000 | 250 000 | 328 058 | 250 412 | 14 072 CHF | 13 295 CHF | 99,96% | 99,96% |
12/11/2024 | 17,82% | 0,05 CHF | 0,06 CHF | 275 000 | 275 000 | 261 702 | 260 649 | 13 391 CHF | 15 945 CHF | 99,82% | 99,82% |
11/11/2024 | 15,99% | 0,06 CHF | 0,07 CHF | 225 000 | 225 000 | 223 843 | 223 844 | 12 887 CHF | 15 126 CHF | 99,82% | 99,82% |
08/11/2024 | 15,98% | 0,06 CHF | 0,07 CHF | 225 000 | 225 000 | 227 479 | 227 481 | 13 106 CHF | 15 381 CHF | 99,80% | 99,80% |
07/11/2024 | 13,42% | 0,07 CHF | 0,08 CHF | 200 000 | 200 000 | 181 287 | 181 288 | 12 604 CHF | 14 417 CHF | 99,89% | 99,89% |