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 | 11,51% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 619 812 | 317 788 | 50 787 CHF | 29 204 CHF | 100,00% | 100,00% |
19/11/2024 | 10,73% | 0,07 CHF | 0,08 CHF | 625 000 | 325 000 | 577 551 | 343 879 | 50 946 CHF | 34 274 CHF | 99,90% | 99,90% |
18/11/2024 | 12,79% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 686 974 | 355 650 | 50 310 CHF | 29 607 CHF | 99,91% | 99,91% |
15/11/2024 | 11,91% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 637 284 | 329 193 | 50 325 CHF | 29 280 CHF | 100,00% | 100,00% |
14/11/2024 | 11,17% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 598 492 | 320 478 | 50 600 CHF | 30 444 CHF | 100,00% | 100,00% |
13/11/2024 | 9,32% | 0,11 CHF | 0,12 CHF | 425 000 | 425 000 | 495 350 | 450 163 | 50 665 CHF | 51 030 CHF | 100,00% | 100,00% |
12/11/2024 | 10,84% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 586 113 | 320 011 | 51 160 CHF | 31 317 CHF | 99,68% | 99,68% |
11/11/2024 | 10,18% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 549 060 | 372 999 | 51 193 CHF | 39 354 CHF | 99,89% | 99,89% |
08/11/2024 | 8,96% | 0,11 CHF | 0,12 CHF | 500 000 | 500 000 | 483 222 | 483 222 | 51 577 CHF | 56 410 CHF | 100,00% | 100,00% |
07/11/2024 | 7,86% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 421 803 | 421 803 | 51 572 CHF | 55 790 CHF | 99,90% | 99,90% |