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 | 11,34% | 0,09 CHF | 0,10 CHF | 500 000 | 75 000 | 489 060 | 75 000 | 46 385 CHF | 7 984 CHF | 96,88% | 96,88% |
19/11/2024 | 11,18% | 0,10 CHF | 0,11 CHF | 477 802 | 75 000 | 468 516 | 75 000 | 48 833 CHF | 8 748 CHF | 83,30% | 83,30% |
18/11/2024 | 14,83% | 0,11 CHF | 0,13 CHF | 451 022 | 75 000 | 445 106 | 62 984 | 49 025 CHF | 7 868 CHF | 91,78% | 91,78% |
15/11/2024 | 9,83% | 0,14 CHF | 0,15 CHF | 360 000 | 50 000 | 318 234 | 50 000 | 51 064 CHF | 8 871 CHF | 83,19% | 83,19% |
14/11/2024 | 9,53% | 0,17 CHF | 0,19 CHF | 300 000 | 50 000 | 310 404 | 50 000 | 50 992 CHF | 9 060 CHF | 99,27% | 99,27% |
13/11/2024 | 7,99% | 0,16 CHF | 0,18 CHF | 320 000 | 50 000 | 267 855 | 49 685 | 50 834 CHF | 10 332 CHF | 95,44% | 95,44% |
12/11/2024 | 6,92% | 0,22 CHF | 0,24 CHF | 230 000 | 50 000 | 225 647 | 50 000 | 50 564 CHF | 12 018 CHF | 87,29% | 87,29% |
11/11/2024 | 5,62% | 0,25 CHF | 0,27 CHF | 200 000 | 50 000 | 209 278 | 50 000 | 50 371 CHF | 12 735 CHF | 99,46% | 99,46% |
08/11/2024 | 6,72% | 0,25 CHF | 0,26 CHF | 200 000 | 50 000 | 208 729 | 50 000 | 50 349 CHF | 12 903 CHF | 100,00% | 100,00% |
07/11/2024 | 7,42% | 0,25 CHF | 0,26 CHF | 200 000 | 50 000 | 201 250 | 48 746 | 50 102 CHF | 13 074 CHF | 99,05% | 99,05% |