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 | 13,69% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 745 004 | 384 093 | 50 700 CHF | 29 988 CHF | 100,00% | 100,00% |
19/11/2024 | 14,63% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 794 751 | 407 034 | 50 276 CHF | 29 854 CHF | 99,10% | 99,10% |
18/11/2024 | 12,50% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 674 545 | 349 773 | 50 598 CHF | 29 735 CHF | 99,94% | 99,94% |
15/11/2024 | 12,85% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 696 853 | 360 928 | 50 742 CHF | 29 892 CHF | 100,00% | 100,00% |
14/11/2024 | 15,02% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 830 468 | 419 733 | 51 114 CHF | 30 046 CHF | 100,00% | 100,00% |
13/11/2024 | 15,98% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 885 784 | 445 685 | 51 005 CHF | 30 113 CHF | 100,00% | 100,00% |
12/11/2024 | 14,50% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 786 533 | 403 468 | 50 336 CHF | 29 867 CHF | 99,98% | 99,98% |
11/11/2024 | 13,57% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 739 334 | 381 875 | 50 783 CHF | 30 051 CHF | 100,00% | 100,00% |
08/11/2024 | 14,75% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 799 298 | 407 887 | 50 150 CHF | 29 689 CHF | 98,94% | 98,94% |
07/11/2024 | 12,49% | 0,07 CHF | 0,08 CHF | 675 000 | 350 000 | 669 386 | 348 056 | 50 234 CHF | 29 605 CHF | 85,84% | 85,84% |