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 | 9,58% | 0,12 CHF | 0,13 CHF | 475 000 | 475 000 | 508 420 | 433 769 | 50 618 CHF | 48 113 CHF | 100,00% | 100,00% |
19/11/2024 | 7,82% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 417 386 | 413 704 | 51 398 CHF | 55 200 CHF | 99,89% | 99,89% |
18/11/2024 | 9,40% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 495 825 | 495 825 | 50 328 CHF | 55 286 CHF | 99,85% | 99,85% |
15/11/2024 | 10,71% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 580 612 | 320 270 | 51 283 CHF | 31 770 CHF | 100,00% | 100,00% |
14/11/2024 | 10,37% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 560 459 | 329 871 | 51 242 CHF | 33 711 CHF | 100,00% | 100,00% |
13/11/2024 | 8,00% | 0,12 CHF | 0,13 CHF | 400 000 | 400 000 | 429 125 | 429 125 | 51 509 CHF | 55 800 CHF | 100,00% | 100,00% |
12/11/2024 | 10,13% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 550 894 | 358 565 | 51 568 CHF | 38 000 CHF | 99,68% | 99,68% |
11/11/2024 | 12,08% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 642 750 | 337 323 | 49 960 CHF | 29 624 CHF | 99,90% | 99,90% |
08/11/2024 | 8,24% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 442 004 | 442 004 | 51 449 CHF | 55 869 CHF | 100,00% | 100,00% |
07/11/2024 | 6,80% | 0,13 CHF | 0,14 CHF | 425 000 | 425 000 | 369 382 | 369 383 | 52 513 CHF | 56 207 CHF | 99,91% | 99,91% |