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 | 14,81% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 807 734 | 410 540 | 50 506 CHF | 29 791 CHF | 100,00% | 100,00% |
19/11/2024 | 12,06% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 647 713 | 333 933 | 50 472 CHF | 29 355 CHF | 99,91% | 99,91% |
18/11/2024 | 15,22% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 836 255 | 422 881 | 50 753 CHF | 29 901 CHF | 99,89% | 99,89% |
15/11/2024 | 16,57% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 918 660 | 469 214 | 50 870 CHF | 30 672 CHF | 100,00% | 100,00% |
14/11/2024 | 15,22% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 836 692 | 424 055 | 50 746 CHF | 29 970 CHF | 100,00% | 100,00% |
13/11/2024 | 11,72% | 0,07 CHF | 0,08 CHF | 625 000 | 325 000 | 625 028 | 321 144 | 50 255 CHF | 29 020 CHF | 100,00% | 100,00% |
12/11/2024 | 13,98% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 747 897 | 382 700 | 49 881 CHF | 29 353 CHF | 99,68% | 99,68% |