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 | 11,46% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 613 600 | 313 350 | 50 508 CHF | 28 914 CHF | 100,00% | 100,00% |
19/11/2024 | 11,09% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 592 881 | 304 298 | 50 510 CHF | 28 980 CHF | 99,80% | 99,80% |
18/11/2024 | 10,29% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 557 001 | 347 998 | 51 347 CHF | 35 891 CHF | 99,84% | 99,84% |
15/11/2024 | 10,52% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 572 850 | 305 734 | 51 595 CHF | 30 605 CHF | 100,00% | 100,00% |
14/11/2024 | 9,68% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 512 396 | 468 133 | 50 349 CHF | 51 022 CHF | 100,00% | 100,00% |
13/11/2024 | 10,73% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 583 796 | 300 000 | 51 501 CHF | 29 478 CHF | 100,00% | 100,00% |
12/11/2024 | 10,21% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 551 079 | 362 165 | 51 232 CHF | 37 728 CHF | 99,69% | 99,69% |
11/11/2024 | 8,86% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 480 103 | 480 103 | 51 849 CHF | 56 650 CHF | 99,88% | 99,88% |
08/11/2024 | 8,73% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 472 599 | 472 599 | 51 770 CHF | 56 496 CHF | 100,00% | 100,00% |
07/11/2024 | 7,60% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 410 760 | 410 760 | 52 026 CHF | 56 134 CHF | 99,90% | 99,90% |