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 | 11,10% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 600 675 | 328 952 | 51 117 CHF | 31 576 CHF | 100,00% | 100,00% |
19/11/2024 | 11,18% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 599 941 | 335 086 | 50 676 CHF | 32 045 CHF | 99,90% | 99,90% |
18/11/2024 | 9,54% | 0,11 CHF | 0,12 CHF | 500 000 | 500 000 | 514 288 | 404 267 | 51 388 CHF | 45 706 CHF | 99,89% | 99,89% |
15/11/2024 | 7,29% | 0,11 CHF | 0,12 CHF | 425 000 | 425 000 | 391 777 | 391 774 | 51 827 CHF | 55 744 CHF | 100,00% | 100,00% |
14/11/2024 | 6,06% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 324 601 | 324 601 | 51 974 CHF | 55 220 CHF | 100,00% | 100,00% |
13/11/2024 | 6,77% | 0,17 CHF | 0,18 CHF | 375 000 | 375 000 | 369 434 | 369 383 | 52 774 CHF | 56 460 CHF | 100,00% | 100,00% |
12/11/2024 | 4,83% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 258 150 | 258 150 | 52 193 CHF | 54 775 CHF | 99,69% | 99,69% |