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 | 15,06% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 828 036 | 417 504 | 50 844 CHF | 29 824 CHF | 99,80% | 99,80% |
19/11/2024 | 14,64% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 792 765 | 406 975 | 50 189 CHF | 29 846 CHF | 99,71% | 99,71% |
18/11/2024 | 16,03% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 887 588 | 450 057 | 50 950 CHF | 30 325 CHF | 99,69% | 99,69% |
15/11/2024 | 16,60% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 921 140 | 471 680 | 50 882 CHF | 30 768 CHF | 99,81% | 99,81% |
14/11/2024 | 15,72% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 869 480 | 437 986 | 50 981 CHF | 30 050 CHF | 99,81% | 99,81% |
13/11/2024 | 15,49% | 0,07 CHF | 0,08 CHF | 850 000 | 425 000 | 854 984 | 429 003 | 50 935 CHF | 29 845 CHF | 99,80% | 99,80% |
12/11/2024 | 15,00% | 0,06 CHF | 0,07 CHF | 775 000 | 400 000 | 810 291 | 412 246 | 49 955 CHF | 29 552 CHF | 99,49% | 99,49% |
11/11/2024 | 15,72% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 869 434 | 437 957 | 50 967 CHF | 30 043 CHF | 99,71% | 99,71% |
08/11/2024 | 16,19% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 898 382 | 457 256 | 50 997 CHF | 30 518 CHF | 99,80% | 99,80% |
07/11/2024 | 16,61% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 917 774 | 471 155 | 50 671 CHF | 30 722 CHF | 95,67% | 95,67% |