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 | 9,33% | 0,10 CHF | 0,11 CHF | 900 000 | 300 000 | 856 777 | 285 592 | 87 832 CHF | 32 133 CHF | 97,66% | 97,66% |
19/11/2024 | 7,89% | 0,13 CHF | 0,14 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 91 687 CHF | 33 062 CHF | 95,33% | 95,33% |
18/11/2024 | 6,62% | 0,13 CHF | 0,14 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 110 405 CHF | 39 302 CHF | 96,28% | 96,28% |
15/11/2024 | 6,89% | 0,18 CHF | 0,19 CHF | 600 000 | 200 000 | 743 608 | 247 869 | 105 949 CHF | 37 795 CHF | 96,42% | 96,42% |
14/11/2024 | 6,99% | 0,14 CHF | 0,15 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 103 794 CHF | 37 098 CHF | 97,16% | 97,16% |
13/11/2024 | 6,42% | 0,15 CHF | 0,16 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 113 819 CHF | 40 440 CHF | 97,85% | 97,85% |
12/11/2024 | 5,38% | 0,17 CHF | 0,18 CHF | 750 000 | 250 000 | 733 654 | 244 551 | 132 845 CHF | 46 727 CHF | 92,65% | 92,65% |
11/11/2024 | 4,94% | 0,20 CHF | 0,21 CHF | 600 000 | 200 000 | 670 139 | 223 380 | 132 267 CHF | 46 323 CHF | 98,11% | 98,11% |
08/11/2024 | 4,19% | 0,23 CHF | 0,24 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 140 442 CHF | 48 814 CHF | 96,63% | 96,63% |
07/11/2024 | 3,82% | 0,23 CHF | 0,24 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 154 417 CHF | 53 472 CHF | 98,05% | 98,05% |