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 | 11,55% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 618 604 | 318 678 | 50 480 CHF | 29 184 CHF | 100,00% | 100,00% |
19/11/2024 | 11,18% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 601 847 | 307 568 | 50 843 CHF | 29 055 CHF | 99,89% | 99,89% |
18/11/2024 | 10,69% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 581 255 | 300 000 | 51 488 CHF | 29 584 CHF | 99,91% | 99,91% |
15/11/2024 | 10,52% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 575 000 | 300 000 | 51 762 CHF | 30 006 CHF | 100,00% | 100,00% |
14/11/2024 | 10,24% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 553 129 | 358 322 | 51 223 CHF | 37 242 CHF | 100,00% | 100,00% |
13/11/2024 | 10,64% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 578 833 | 301 598 | 51 506 CHF | 29 863 CHF | 100,00% | 100,00% |
12/11/2024 | 9,52% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 497 624 | 497 624 | 49 762 CHF | 54 739 CHF | 99,69% | 99,69% |
11/11/2024 | 8,85% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 479 904 | 479 904 | 51 834 CHF | 56 633 CHF | 99,88% | 99,88% |
08/11/2024 | 9,38% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 495 706 | 495 706 | 50 393 CHF | 55 350 CHF | 100,00% | 100,00% |
07/11/2024 | 8,63% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 473 087 | 473 087 | 52 459 CHF | 57 190 CHF | 99,90% | 99,90% |