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 | 9,90% | 0,09 CHF | 0,10 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 86 694 CHF | 31 898 CHF | 99,38% | 99,38% |
19/11/2024 | 8,53% | 0,10 CHF | 0,11 CHF | 900 000 | 300 000 | 812 069 | 270 690 | 91 407 CHF | 33 176 CHF | 99,38% | 99,38% |
18/11/2024 | 9,72% | 0,13 CHF | 0,14 CHF | 750 000 | 250 000 | 876 634 | 292 226 | 86 718 CHF | 31 829 CHF | 99,38% | 99,38% |
15/11/2024 | 9,74% | 0,09 CHF | 0,10 CHF | 900 000 | 300 000 | 905 159 | 305 159 | 88 853 CHF | 32 944 CHF | 99,35% | 99,35% |
14/11/2024 | 8,53% | 0,13 CHF | 0,14 CHF | 750 000 | 250 000 | 860 621 | 286 874 | 96 652 CHF | 35 086 CHF | 99,38% | 99,38% |
13/11/2024 | 9,38% | 0,15 CHF | 0,16 CHF | 750 000 | 250 000 | 921 914 | 338 310 | 95 309 CHF | 37 846 CHF | 99,38% | 99,38% |
12/11/2024 | 3,83% | 0,17 CHF | 0,18 CHF | 750 000 | 250 000 | 608 144 | 202 715 | 156 332 CHF | 54 138 CHF | 99,16% | 99,16% |
11/11/2024 | 3,22% | 0,31 CHF | 0,32 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 183 199 CHF | 63 066 CHF | 99,13% | 99,13% |
08/11/2024 | 3,68% | 0,27 CHF | 0,28 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 160 367 CHF | 55 456 CHF | 99,37% | 99,37% |
07/11/2024 | 3,49% | 0,27 CHF | 0,28 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 168 912 CHF | 58 304 CHF | 98,56% | 98,56% |