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 | 12,19% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 656 131 | 338 957 | 50 596 CHF | 29 519 CHF | 100,00% | 100,00% |
19/11/2024 | 10,56% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 572 622 | 374 793 | 51 402 CHF | 38 285 CHF | 99,55% | 99,55% |
18/11/2024 | 14,43% | 0,06 CHF | 0,07 CHF | 775 000 | 400 000 | 782 463 | 401 003 | 50 318 CHF | 29 809 CHF | 99,94% | 99,94% |
15/11/2024 | 13,79% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 747 736 | 386 368 | 50 478 CHF | 29 948 CHF | 100,00% | 100,00% |
14/11/2024 | 11,26% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 606 928 | 317 124 | 50 881 CHF | 29 790 CHF | 100,00% | 100,00% |
13/11/2024 | 9,95% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 541 013 | 378 624 | 51 676 CHF | 40 695 CHF | 100,00% | 100,00% |
12/11/2024 | 11,52% | 0,10 CHF | 0,11 CHF | 575 000 | 300 000 | 622 461 | 329 445 | 50 980 CHF | 30 378 CHF | 99,98% | 99,98% |
11/11/2024 | 12,54% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 661 050 | 341 314 | 49 332 CHF | 28 875 CHF | 100,00% | 100,00% |