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 | 10,11% | 0,08 CHF | 0,09 CHF | 900 000 | 300 000 | 891 000 | 298 134 | 84 042 CHF | 31 086 CHF | 88,19% | 88,19% |
19/11/2024 | 12,00% | 0,08 CHF | 0,09 CHF | 1 000 000 | 400 000 | 978 991 | 378 991 | 77 064 CHF | 33 496 CHF | 88,32% | 88,32% |
18/11/2024 | 11,14% | 0,09 CHF | 0,10 CHF | 900 000 | 300 000 | 906 525 | 306 525 | 77 193 CHF | 29 134 CHF | 89,46% | 89,46% |
15/11/2024 | 8,16% | 0,10 CHF | 0,11 CHF | 900 000 | 300 000 | 756 788 | 252 263 | 89 137 CHF | 32 235 CHF | 93,27% | 93,27% |
14/11/2024 | 7,76% | 0,13 CHF | 0,14 CHF | 750 000 | 250 000 | 756 877 | 252 292 | 94 040 CHF | 33 870 CHF | 90,30% | 90,30% |
13/11/2024 | 7,64% | 0,12 CHF | 0,13 CHF | 750 000 | 250 000 | 767 728 | 255 909 | 96 919 CHF | 34 866 CHF | 96,34% | 96,34% |
12/11/2024 | 6,68% | 0,12 CHF | 0,13 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 108 779 CHF | 38 760 CHF | 94,50% | 94,50% |
11/11/2024 | 4,82% | 0,20 CHF | 0,21 CHF | 600 000 | 200 000 | 606 870 | 202 290 | 123 365 CHF | 43 145 CHF | 92,98% | 92,98% |
08/11/2024 | 6,21% | 0,14 CHF | 0,15 CHF | 750 000 | 250 000 | 749 020 | 249 673 | 117 336 CHF | 41 609 CHF | 95,76% | 95,76% |
07/11/2024 | 5,63% | 0,19 CHF | 0,20 CHF | 600 000 | 200 000 | 687 973 | 229 324 | 119 672 CHF | 42 184 CHF | 95,15% | 95,15% |