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 | 12,11% | 0,09 CHF | 0,10 CHF | 625 000 | 325 000 | 651 211 | 336 807 | 50 519 CHF | 29 490 CHF | 100,00% | 100,00% |
19/11/2024 | 11,55% | 0,07 CHF | 0,08 CHF | 675 000 | 350 000 | 619 734 | 320 768 | 50 613 CHF | 29 419 CHF | 99,90% | 99,90% |
18/11/2024 | 13,48% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 728 300 | 375 997 | 50 414 CHF | 29 796 CHF | 99,90% | 99,90% |
15/11/2024 | 12,76% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 691 938 | 358 469 | 50 793 CHF | 29 900 CHF | 100,00% | 100,00% |
14/11/2024 | 12,05% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 644 365 | 338 103 | 50 263 CHF | 29 776 CHF | 100,00% | 100,00% |
13/11/2024 | 10,19% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 550 598 | 368 638 | 51 260 CHF | 38 736 CHF | 100,00% | 100,00% |
12/11/2024 | 11,70% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 628 408 | 322 027 | 50 573 CHF | 29 118 CHF | 99,61% | 99,61% |
11/11/2024 | 11,21% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 599 611 | 339 047 | 50 500 CHF | 32 399 CHF | 99,91% | 99,91% |
08/11/2024 | 10,13% | 0,10 CHF | 0,11 CHF | 575 000 | 300 000 | 548 764 | 368 087 | 51 457 CHF | 38 701 CHF | 100,00% | 100,00% |
07/11/2024 | 9,00% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 485 423 | 479 829 | 51 555 CHF | 55 819 CHF | 99,91% | 99,91% |