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 | 11,25% | 0,12 CHF | 0,14 CHF | 420 000 | 75 000 | 396 583 | 75 000 | 50 508 CHF | 10 728 CHF | 96,88% | 96,88% |
19/11/2024 | 8,55% | 0,13 CHF | 0,15 CHF | 390 000 | 75 000 | 366 436 | 75 000 | 50 521 CHF | 11 277 CHF | 96,71% | 96,71% |
18/11/2024 | 10,32% | 0,15 CHF | 0,16 CHF | 340 000 | 75 000 | 349 019 | 63 971 | 50 708 CHF | 10 119 CHF | 100,00% | 100,00% |
15/11/2024 | 8,33% | 0,18 CHF | 0,19 CHF | 280 000 | 50 000 | 252 881 | 50 000 | 50 168 CHF | 10 796 CHF | 83,19% | 83,19% |
14/11/2024 | 7,56% | 0,21 CHF | 0,23 CHF | 240 000 | 50 000 | 249 123 | 50 000 | 50 456 CHF | 10 944 CHF | 99,27% | 99,27% |
13/11/2024 | 7,49% | 0,20 CHF | 0,22 CHF | 250 000 | 50 000 | 222 696 | 49 685 | 50 550 CHF | 12 241 CHF | 95,44% | 95,44% |
12/11/2024 | 5,81% | 0,26 CHF | 0,27 CHF | 200 000 | 50 000 | 196 245 | 50 000 | 51 501 CHF | 13 920 CHF | 87,29% | 87,29% |
11/11/2024 | 4,57% | 0,29 CHF | 0,30 CHF | 180 000 | 50 000 | 181 107 | 50 000 | 50 630 CHF | 14 634 CHF | 99,46% | 99,46% |
08/11/2024 | 4,65% | 0,28 CHF | 0,30 CHF | 180 000 | 50 000 | 180 000 | 50 000 | 50 548 CHF | 14 711 CHF | 100,00% | 100,00% |
07/11/2024 | 5,61% | 0,28 CHF | 0,30 CHF | 180 000 | 50 000 | 179 919 | 48 746 | 51 902 CHF | 14 872 CHF | 99,05% | 99,05% |