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 | 15,96% | 0,05 CHF | 0,06 CHF | 925 000 | 475 000 | 876 321 | 445 075 | 50 527 CHF | 30 108 CHF | 100,00% | 100,00% |
19/11/2024 | 15,60% | 0,08 CHF | 0,09 CHF | 775 000 | 400 000 | 862 095 | 437 160 | 50 987 CHF | 30 231 CHF | 99,90% | 99,90% |
18/11/2024 | 13,10% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 713 392 | 369 195 | 50 935 CHF | 30 055 CHF | 99,90% | 99,90% |
15/11/2024 | 13,19% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 714 310 | 369 656 | 50 579 CHF | 29 873 CHF | 100,00% | 100,00% |
14/11/2024 | 13,64% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 744 324 | 383 294 | 50 801 CHF | 30 012 CHF | 100,00% | 100,00% |
13/11/2024 | 17,15% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 942 859 | 467 752 | 50 319 CHF | 29 704 CHF | 100,00% | 100,00% |
12/11/2024 | 14,37% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 784 919 | 400 161 | 50 705 CHF | 29 876 CHF | 99,65% | 99,65% |
11/11/2024 | 14,48% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 794 906 | 407 155 | 50 890 CHF | 30 151 CHF | 99,91% | 99,91% |
08/11/2024 | 15,12% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 828 787 | 418 960 | 50 709 CHF | 29 835 CHF | 100,00% | 100,00% |
07/11/2024 | 15,85% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 871 960 | 444 328 | 50 658 CHF | 30 253 CHF | 99,89% | 99,89% |