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 | 10,80% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 585 673 | 309 814 | 51 335 CHF | 30 326 CHF | 100,00% | 100,00% |
19/11/2024 | 9,38% | 0,09 CHF | 0,10 CHF | 500 000 | 500 000 | 497 921 | 480 407 | 50 645 CHF | 53 904 CHF | 99,89% | 99,89% |
18/11/2024 | 10,31% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 556 800 | 350 064 | 51 218 CHF | 36 133 CHF | 99,88% | 99,88% |
15/11/2024 | 12,06% | 0,08 CHF | 0,09 CHF | 600 000 | 300 000 | 650 563 | 334 309 | 50 699 CHF | 29 379 CHF | 100,00% | 100,00% |
14/11/2024 | 10,47% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 560 320 | 392 808 | 50 698 CHF | 40 488 CHF | 99,98% | 99,98% |
13/11/2024 | 9,05% | 0,11 CHF | 0,12 CHF | 425 000 | 425 000 | 479 209 | 476 355 | 50 596 CHF | 55 086 CHF | 100,00% | 100,00% |
12/11/2024 | 10,27% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 556 186 | 347 154 | 51 390 CHF | 35 929 CHF | 99,69% | 99,69% |
11/11/2024 | 13,17% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 713 584 | 369 292 | 50 607 CHF | 29 884 CHF | 99,87% | 99,87% |
08/11/2024 | 12,02% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 647 557 | 333 935 | 50 656 CHF | 29 449 CHF | 100,00% | 100,00% |
07/11/2024 | 11,51% | 0,09 CHF | 0,10 CHF | 675 000 | 350 000 | 619 813 | 317 712 | 50 784 CHF | 29 197 CHF | 99,90% | 99,90% |