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 | 9,16% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 491 190 | 465 077 | 51 235 CHF | 53 468 CHF | 100,00% | 100,00% |
19/11/2024 | 11,33% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 608 858 | 312 637 | 50 713 CHF | 29 164 CHF | 99,86% | 99,86% |
18/11/2024 | 9,61% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 511 482 | 456 992 | 50 690 CHF | 50 250 CHF | 99,90% | 99,90% |
15/11/2024 | 8,00% | 0,11 CHF | 0,12 CHF | 425 000 | 425 000 | 425 457 | 425 449 | 51 134 CHF | 55 388 CHF | 100,00% | 100,00% |
14/11/2024 | 6,23% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 334 893 | 334 894 | 52 059 CHF | 55 408 CHF | 100,00% | 100,00% |
13/11/2024 | 6,29% | 0,15 CHF | 0,16 CHF | 375 000 | 375 000 | 339 147 | 339 140 | 52 232 CHF | 55 623 CHF | 100,00% | 100,00% |
12/11/2024 | 3,64% | 0,19 CHF | 0,20 CHF | 250 000 | 250 000 | 196 684 | 196 684 | 53 140 CHF | 55 106 CHF | 99,72% | 99,72% |
11/11/2024 | 3,03% | 0,33 CHF | 0,34 CHF | 175 000 | 175 000 | 174 027 | 174 027 | 56 521 CHF | 58 261 CHF | 99,91% | 99,91% |
08/11/2024 | 3,96% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 211 677 | 211 677 | 52 413 CHF | 54 530 CHF | 100,00% | 100,00% |
07/11/2024 | 3,31% | 0,32 CHF | 0,33 CHF | 150 000 | 150 000 | 180 931 | 180 931 | 53 795 CHF | 55 604 CHF | 99,90% | 99,90% |