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 | 12,02% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 640 761 | 332 750 | 50 104 CHF | 29 348 CHF | 99,80% | 99,80% |
19/11/2024 | 12,57% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 673 981 | 350 481 | 50 247 CHF | 29 636 CHF | 99,71% | 99,71% |
18/11/2024 | 11,53% | 0,08 CHF | 0,09 CHF | 600 000 | 300 000 | 615 338 | 315 339 | 50 323 CHF | 28 931 CHF | 99,70% | 99,70% |
15/11/2024 | 10,80% | 0,09 CHF | 0,10 CHF | 625 000 | 325 000 | 586 310 | 303 076 | 51 356 CHF | 29 585 CHF | 99,81% | 99,81% |
14/11/2024 | 11,07% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 597 320 | 303 289 | 50 999 CHF | 28 933 CHF | 99,80% | 99,80% |
13/11/2024 | 10,81% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 587 353 | 304 146 | 51 415 CHF | 29 671 CHF | 99,80% | 99,80% |
12/11/2024 | 10,89% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 583 920 | 299 295 | 50 730 CHF | 29 009 CHF | 99,49% | 99,49% |
11/11/2024 | 10,76% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 585 684 | 300 000 | 51 494 CHF | 29 388 CHF | 99,72% | 99,72% |
08/11/2024 | 10,32% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 559 579 | 340 497 | 51 378 CHF | 35 059 CHF | 99,80% | 99,80% |
07/11/2024 | 8,71% | 0,10 CHF | 0,11 CHF | 475 000 | 475 000 | 474 155 | 474 155 | 52 087 CHF | 56 829 CHF | 95,66% | 95,66% |