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 | 17,07% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 933 954 | 472 382 | 50 087 CHF | 30 074 CHF | 100,00% | 100,00% |
19/11/2024 | 13,82% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 749 632 | 385 774 | 50 479 CHF | 29 856 CHF | 99,89% | 99,89% |
18/11/2024 | 16,43% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 910 107 | 465 071 | 50 843 CHF | 30 625 CHF | 99,90% | 99,90% |
15/11/2024 | 18,05% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 988 350 | 483 117 | 49 857 CHF | 29 246 CHF | 100,00% | 100,00% |
14/11/2024 | 17,38% | 0,05 CHF | 0,06 CHF | 925 000 | 475 000 | 951 974 | 482 548 | 50 051 CHF | 30 208 CHF | 100,00% | 100,00% |
13/11/2024 | 13,61% | 0,07 CHF | 0,08 CHF | 675 000 | 350 000 | 736 073 | 380 144 | 50 416 CHF | 29 844 CHF | 100,00% | 100,00% |
12/11/2024 | 16,93% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 936 440 | 469 187 | 50 655 CHF | 30 112 CHF | 99,72% | 99,72% |
11/11/2024 | 19,96% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 994 078 | 276 207 | 44 912 CHF | 15 350 CHF | 99,87% | 99,87% |
08/11/2024 | 13,66% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 741 226 | 383 113 | 50 581 CHF | 29 976 CHF | 100,00% | 100,00% |
07/11/2024 | 11,26% | 0,08 CHF | 0,09 CHF | 725 000 | 375 000 | 612 348 | 326 918 | 51 308 CHF | 30 826 CHF | 99,91% | 99,91% |