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 | 10,90% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 590 080 | 348 211 | 51 230 CHF | 34 186 CHF | 100,00% | 100,00% |
19/11/2024 | 12,40% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 667 055 | 365 263 | 50 444 CHF | 31 751 CHF | 99,55% | 99,55% |
18/11/2024 | 9,13% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 488 571 | 488 571 | 51 148 CHF | 56 034 CHF | 99,94% | 99,94% |
15/11/2024 | 9,59% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 507 810 | 476 303 | 50 392 CHF | 52 363 CHF | 100,00% | 100,00% |
14/11/2024 | 12,19% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 666 232 | 344 233 | 51 339 CHF | 29 962 CHF | 100,00% | 100,00% |
13/11/2024 | 13,69% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 748 397 | 386 157 | 50 889 CHF | 30 132 CHF | 100,00% | 100,00% |
12/11/2024 | 11,45% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 612 932 | 321 033 | 50 520 CHF | 29 697 CHF | 99,98% | 99,98% |
11/11/2024 | 10,04% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 538 609 | 413 409 | 50 909 CHF | 43 872 CHF | 100,00% | 100,00% |
08/11/2024 | 11,69% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 624 650 | 327 959 | 50 295 CHF | 29 721 CHF | 98,94% | 98,94% |
07/11/2024 | 8,69% | 0,10 CHF | 0,11 CHF | 475 000 | 475 000 | 470 272 | 470 272 | 51 778 CHF | 56 481 CHF | 85,85% | 85,85% |