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 | 11,63% | 0,07 CHF | 0,08 CHF | 900 000 | 300 000 | 778 827 | 259 609 | 63 431 CHF | 23 740 CHF | 98,32% | 98,32% |
19/11/2024 | 13,81% | 0,06 CHF | 0,07 CHF | 900 000 | 300 000 | 892 370 | 297 457 | 60 413 CHF | 23 112 CHF | 98,96% | 98,96% |
18/11/2024 | 11,62% | 0,08 CHF | 0,09 CHF | 750 000 | 250 000 | 778 781 | 259 594 | 63 167 CHF | 23 651 CHF | 98,48% | 98,48% |
15/11/2024 | 8,69% | 0,08 CHF | 0,09 CHF | 750 000 | 250 000 | 666 014 | 222 005 | 73 493 CHF | 26 718 CHF | 98,75% | 98,75% |
14/11/2024 | 7,80% | 0,12 CHF | 0,13 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 74 006 CHF | 26 669 CHF | 96,54% | 96,54% |
13/11/2024 | 8,87% | 0,10 CHF | 0,11 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 80 978 CHF | 29 493 CHF | 97,23% | 97,23% |
12/11/2024 | 10,35% | 0,10 CHF | 0,11 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 68 827 CHF | 25 442 CHF | 90,74% | 90,74% |
11/11/2024 | 8,73% | 0,09 CHF | 0,10 CHF | 750 000 | 250 000 | 724 639 | 241 546 | 79 390 CHF | 28 879 CHF | 97,68% | 97,68% |
08/11/2024 | 7,71% | 0,12 CHF | 0,13 CHF | 600 000 | 200 000 | 603 915 | 201 305 | 75 469 CHF | 27 170 CHF | 91,40% | 91,40% |
07/11/2024 | 8,50% | 0,13 CHF | 0,14 CHF | 600 000 | 200 000 | 749 492 | 249 970 | 84 542 CHF | 30 696 CHF | 97,07% | 97,07% |