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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 10,80% | 0,09 CHF | 0,10 CHF | 500 000 | 250 000 | 435 522 | 129 396 | 50 039 CHF | 15 985 CHF | 99,46% | 99,46% |
20/11/2024 | 8,32% | 0,12 CHF | 0,13 CHF | 420 000 | 250 000 | 397 247 | 129 506 | 50 639 CHF | 17 680 CHF | 99,15% | 99,15% |
19/11/2024 | 7,79% | 0,15 CHF | 0,16 CHF | 340 000 | 250 000 | 380 498 | 129 761 | 50 668 CHF | 19 146 CHF | 98,28% | 98,28% |
18/11/2024 | 11,74% | 0,10 CHF | 0,11 CHF | 500 000 | 250 000 | 499 781 | 129 234 | 45 950 CHF | 13 430 CHF | 98,54% | 98,54% |
15/11/2024 | 10,04% | 0,11 CHF | 0,12 CHF | 460 000 | 250 000 | 459 562 | 130 473 | 50 514 CHF | 15 659 CHF | 95,82% | 95,82% |
14/11/2024 | 14,90% | 0,08 CHF | 0,09 CHF | 500 000 | 250 000 | 500 000 | 129 569 | 36 727 CHF | 11 247 CHF | 98,86% | 98,86% |
13/11/2024 | 10,76% | 0,07 CHF | 0,08 CHF | 500 000 | 250 000 | 500 000 | 131 837 | 46 988 CHF | 13 307 CHF | 93,45% | 93,45% |
12/11/2024 | 12,86% | 0,09 CHF | 0,10 CHF | 500 000 | 250 000 | 499 974 | 130 575 | 44 633 CHF | 13 015 CHF | 95,63% | 95,63% |
11/11/2024 | 8,66% | 0,09 CHF | 0,10 CHF | 500 000 | 250 000 | 399 236 | 129 383 | 49 774 CHF | 16 815 CHF | 99,10% | 99,10% |
08/11/2024 | 7,31% | 0,15 CHF | 0,16 CHF | 340 000 | 250 000 | 290 089 | 129 791 | 50 643 CHF | 23 804 CHF | 98,21% | 98,21% |