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 | 9,84% | 0,08 CHF | 0,09 CHF | 600 000 | 300 000 | 526 725 | 437 193 | 50 974 CHF | 47 348 CHF | 100,00% | 100,00% |
19/11/2024 | 11,19% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 600 155 | 338 481 | 50 657 CHF | 32 473 CHF | 99,88% | 99,88% |
18/11/2024 | 8,84% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 474 921 | 474 921 | 51 368 CHF | 56 117 CHF | 99,92% | 99,92% |
15/11/2024 | 6,46% | 0,13 CHF | 0,14 CHF | 375 000 | 375 000 | 346 199 | 346 197 | 51 877 CHF | 55 338 CHF | 100,00% | 100,00% |
14/11/2024 | 6,17% | 0,17 CHF | 0,18 CHF | 350 000 | 350 000 | 335 840 | 335 824 | 52 710 CHF | 56 065 CHF | 100,00% | 100,00% |
13/11/2024 | 8,08% | 0,13 CHF | 0,14 CHF | 475 000 | 475 000 | 436 187 | 436 187 | 51 813 CHF | 56 175 CHF | 100,00% | 100,00% |
12/11/2024 | 6,34% | 0,11 CHF | 0,12 CHF | 400 000 | 400 000 | 338 380 | 338 381 | 51 669 CHF | 55 053 CHF | 99,71% | 99,71% |
11/11/2024 | 5,00% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 268 685 | 268 685 | 52 309 CHF | 54 995 CHF | 99,90% | 99,90% |
08/11/2024 | 6,82% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 369 379 | 369 379 | 52 321 CHF | 56 015 CHF | 100,00% | 100,00% |
07/11/2024 | 7,77% | 0,14 CHF | 0,15 CHF | 350 000 | 350 000 | 415 407 | 415 407 | 51 417 CHF | 55 571 CHF | 99,90% | 99,90% |