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 | 10,73% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 580 578 | 328 905 | 51 245 CHF | 32 654 CHF | 100,00% | 100,00% |
19/11/2024 | 12,18% | 0,09 CHF | 0,10 CHF | 625 000 | 325 000 | 653 146 | 344 591 | 50 369 CHF | 30 154 CHF | 99,91% | 99,91% |
18/11/2024 | 10,49% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 569 635 | 318 482 | 51 448 CHF | 32 067 CHF | 99,88% | 99,88% |
15/11/2024 | 10,26% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 555 408 | 358 451 | 51 333 CHF | 37 193 CHF | 100,00% | 100,00% |
14/11/2024 | 12,41% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 668 361 | 344 917 | 50 449 CHF | 29 505 CHF | 100,00% | 100,00% |
13/11/2024 | 14,14% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 771 426 | 396 974 | 50 661 CHF | 30 056 CHF | 100,00% | 100,00% |
12/11/2024 | 9,21% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 495 833 | 452 728 | 51 404 CHF | 52 192 CHF | 99,67% | 99,67% |
11/11/2024 | 8,67% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 469 544 | 469 544 | 51 820 CHF | 56 515 CHF | 99,89% | 99,89% |