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 | 14,67% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 801 093 | 408 636 | 50 596 CHF | 29 909 CHF | 99,80% | 99,80% |
19/11/2024 | 13,07% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 702 899 | 365 040 | 50 253 CHF | 29 754 CHF | 99,71% | 99,71% |
18/11/2024 | 13,92% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 753 756 | 389 378 | 50 406 CHF | 29 933 CHF | 99,70% | 99,70% |
15/11/2024 | 14,58% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 792 363 | 405 023 | 50 390 CHF | 29 820 CHF | 99,80% | 99,80% |
14/11/2024 | 14,30% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 774 636 | 399 818 | 50 305 CHF | 29 963 CHF | 99,81% | 99,81% |
13/11/2024 | 13,82% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 750 105 | 387 552 | 50 547 CHF | 29 992 CHF | 99,80% | 99,80% |
12/11/2024 | 14,68% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 796 483 | 407 394 | 50 262 CHF | 29 795 CHF | 99,50% | 99,50% |
11/11/2024 | 15,70% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 867 238 | 436 492 | 50 908 CHF | 29 979 CHF | 99,71% | 99,71% |
08/11/2024 | 14,61% | 0,07 CHF | 0,08 CHF | 850 000 | 425 000 | 797 085 | 407 361 | 50 561 CHF | 29 927 CHF | 99,80% | 99,80% |
07/11/2024 | 14,64% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 798 308 | 407 836 | 50 546 CHF | 29 912 CHF | 95,68% | 95,68% |