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 | 13,31% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 721 863 | 373 039 | 50 615 CHF | 29 886 CHF | 99,80% | 99,80% |
19/11/2024 | 12,65% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 676 761 | 351 422 | 50 081 CHF | 29 529 CHF | 99,71% | 99,71% |
18/11/2024 | 15,11% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 830 611 | 418 537 | 50 798 CHF | 29 793 CHF | 99,69% | 99,69% |
15/11/2024 | 16,24% | 0,06 CHF | 0,07 CHF | 775 000 | 400 000 | 898 198 | 457 627 | 50 824 CHF | 30 469 CHF | 99,80% | 99,80% |
14/11/2024 | 14,78% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 811 272 | 413 836 | 50 834 CHF | 30 083 CHF | 99,81% | 99,81% |
13/11/2024 | 14,54% | 0,08 CHF | 0,09 CHF | 725 000 | 375 000 | 795 361 | 405 092 | 50 720 CHF | 29 903 CHF | 99,80% | 99,80% |
12/11/2024 | 13,54% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 724 803 | 377 086 | 49 911 CHF | 29 740 CHF | 99,49% | 99,49% |
11/11/2024 | 14,99% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 821 752 | 418 780 | 50 706 CHF | 30 040 CHF | 99,71% | 99,71% |
08/11/2024 | 15,93% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 884 176 | 448 135 | 51 107 CHF | 30 375 CHF | 99,80% | 99,80% |
07/11/2024 | 17,78% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 977 079 | 492 224 | 50 077 CHF | 30 160 CHF | 95,69% | 95,69% |