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 | 27,46% | 0,06 CHF | 0,08 CHF | 775 000 | 400 000 | 805 552 | 409 576 | 50 607 CHF | 33 938 CHF | 100,00% | 100,00% |
19/11/2024 | 26,30% | 0,07 CHF | 0,09 CHF | 775 000 | 400 000 | 761 851 | 393 426 | 50 314 CHF | 33 852 CHF | 99,86% | 99,86% |
18/11/2024 | 24,98% | 0,07 CHF | 0,09 CHF | 725 000 | 375 000 | 724 467 | 374 733 | 50 769 CHF | 33 755 CHF | 99,90% | 99,90% |
15/11/2024 | 24,55% | 0,07 CHF | 0,09 CHF | 725 000 | 375 000 | 707 007 | 366 005 | 50 525 CHF | 33 477 CHF | 100,00% | 100,00% |
14/11/2024 | 23,58% | 0,08 CHF | 0,10 CHF | 675 000 | 350 000 | 677 091 | 351 045 | 50 648 CHF | 33 280 CHF | 100,00% | 100,00% |
13/11/2024 | 23,81% | 0,08 CHF | 0,10 CHF | 675 000 | 350 000 | 685 195 | 355 098 | 50 710 CHF | 33 383 CHF | 100,00% | 100,00% |
12/11/2024 | 24,18% | 0,07 CHF | 0,09 CHF | 725 000 | 375 000 | 697 306 | 361 153 | 50 700 CHF | 33 483 CHF | 99,69% | 99,69% |
11/11/2024 | 23,70% | 0,08 CHF | 0,10 CHF | 725 000 | 375 000 | 678 749 | 357 324 | 50 512 CHF | 33 736 CHF | 99,86% | 99,86% |
08/11/2024 | 17,81% | 0,10 CHF | 0,12 CHF | 500 000 | 500 000 | 493 752 | 493 752 | 50 548 CHF | 60 423 CHF | 100,00% | 100,00% |
07/11/2024 | 17,38% | 0,10 CHF | 0,12 CHF | 500 000 | 500 000 | 487 234 | 487 234 | 51 254 CHF | 60 999 CHF | 99,87% | 99,87% |