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 | 9,58% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 505 982 | 476 351 | 50 280 CHF | 52 357 CHF | 100,00% | 100,00% |
19/11/2024 | 11,76% | 0,10 CHF | 0,11 CHF | 575 000 | 300 000 | 633 856 | 327 365 | 50 753 CHF | 29 482 CHF | 99,91% | 99,91% |
18/11/2024 | 10,92% | 0,10 CHF | 0,11 CHF | 575 000 | 300 000 | 592 286 | 304 458 | 51 295 CHF | 29 420 CHF | 99,88% | 99,88% |
15/11/2024 | 9,43% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 505 715 | 431 894 | 51 158 CHF | 48 752 CHF | 100,00% | 100,00% |
14/11/2024 | 10,41% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 559 680 | 371 656 | 51 005 CHF | 38 719 CHF | 100,00% | 100,00% |
13/11/2024 | 11,28% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 612 163 | 315 587 | 51 213 CHF | 29 559 CHF | 100,00% | 100,00% |
12/11/2024 | 9,54% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 503 824 | 466 559 | 50 291 CHF | 51 603 CHF | 99,69% | 99,69% |
11/11/2024 | 6,95% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 377 279 | 377 279 | 52 425 CHF | 56 197 CHF | 99,91% | 99,91% |
08/11/2024 | 7,09% | 0,13 CHF | 0,14 CHF | 375 000 | 375 000 | 383 833 | 383 833 | 52 284 CHF | 56 122 CHF | 100,00% | 100,00% |
07/11/2024 | 7,04% | 0,13 CHF | 0,14 CHF | 375 000 | 375 000 | 380 646 | 380 653 | 52 208 CHF | 56 016 CHF | 99,91% | 99,91% |