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 | 11,86% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 631 400 | 327 715 | 50 065 CHF | 29 262 CHF | 99,80% | 99,80% |
19/11/2024 | 11,01% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 596 828 | 303 041 | 51 225 CHF | 29 045 CHF | 99,72% | 99,72% |
18/11/2024 | 12,16% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 652 116 | 338 558 | 50 351 CHF | 29 527 CHF | 99,70% | 99,70% |
15/11/2024 | 12,54% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 676 273 | 350 636 | 50 541 CHF | 29 712 CHF | 99,79% | 99,79% |
14/11/2024 | 12,07% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 645 188 | 334 759 | 50 215 CHF | 29 403 CHF | 99,80% | 99,80% |
13/11/2024 | 10,63% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 575 771 | 309 458 | 51 309 CHF | 30 710 CHF | 99,81% | 99,81% |
12/11/2024 | 9,68% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 510 224 | 472 737 | 50 130 CHF | 51 467 CHF | 99,50% | 99,50% |
11/11/2024 | 9,52% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 498 186 | 498 186 | 49 819 CHF | 54 801 CHF | 99,71% | 99,71% |
08/11/2024 | 7,92% | 0,11 CHF | 0,12 CHF | 425 000 | 425 000 | 421 376 | 421 376 | 51 110 CHF | 55 323 CHF | 99,80% | 99,80% |
07/11/2024 | 8,13% | 0,12 CHF | 0,13 CHF | 400 000 | 400 000 | 433 972 | 433 973 | 51 190 CHF | 55 529 CHF | 95,70% | 95,70% |