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 | 8,69% | 0,11 CHF | 0,12 CHF | 425 000 | 425 000 | 467 276 | 447 845 | 51 449 CHF | 54 147 CHF | 100,00% | 100,00% |
19/11/2024 | 10,09% | 0,09 CHF | 0,10 CHF | 500 000 | 500 000 | 538 764 | 418 640 | 50 666 CHF | 44 496 CHF | 99,91% | 99,91% |
18/11/2024 | 11,18% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 602 212 | 304 557 | 50 893 CHF | 28 780 CHF | 99,85% | 99,85% |
15/11/2024 | 11,69% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 625 209 | 322 665 | 50 394 CHF | 29 225 CHF | 100,00% | 100,00% |
14/11/2024 | 12,05% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 652 290 | 335 155 | 50 871 CHF | 29 471 CHF | 100,00% | 100,00% |
13/11/2024 | 10,90% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 592 231 | 307 456 | 51 425 CHF | 29 799 CHF | 100,00% | 100,00% |
12/11/2024 | 13,23% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 715 066 | 371 119 | 50 471 CHF | 29 906 CHF | 99,71% | 99,71% |
11/11/2024 | 14,69% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 797 644 | 406 506 | 50 342 CHF | 29 734 CHF | 99,83% | 99,83% |