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 | 15,43% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 850 687 | 430 680 | 50 894 CHF | 30 075 CHF | 100,00% | 100,00% |
19/11/2024 | 17,49% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 953 025 | 458 954 | 49 809 CHF | 28 741 CHF | 99,91% | 99,91% |
18/11/2024 | 15,04% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 827 417 | 417 472 | 50 870 CHF | 29 851 CHF | 99,89% | 99,89% |
15/11/2024 | 14,68% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 805 303 | 411 149 | 50 847 CHF | 30 081 CHF | 100,00% | 100,00% |
14/11/2024 | 17,92% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 961 020 | 439 897 | 49 143 CHF | 27 317 CHF | 100,00% | 100,00% |
13/11/2024 | 20,51% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 999 168 | 335 808 | 44 298 CHF | 18 697 CHF | 100,00% | 100,00% |
12/11/2024 | 13,00% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 697 784 | 360 851 | 50 143 CHF | 29 574 CHF | 99,71% | 99,71% |
11/11/2024 | 12,06% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 646 070 | 335 013 | 50 351 CHF | 29 457 CHF | 99,91% | 99,91% |
08/11/2024 | 13,34% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 724 863 | 374 931 | 50 743 CHF | 29 998 CHF | 100,00% | 100,00% |
07/11/2024 | 11,83% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 627 869 | 326 045 | 49 952 CHF | 29 199 CHF | 99,91% | 99,91% |