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 | 10,60% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 578 571 | 300 000 | 51 695 CHF | 29 811 CHF | 99,81% | 99,81% |
19/11/2024 | 11,16% | 0,08 CHF | 0,09 CHF | 600 000 | 300 000 | 600 937 | 302 882 | 50 849 CHF | 28 655 CHF | 99,70% | 99,70% |
18/11/2024 | 9,89% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 527 287 | 427 236 | 50 641 CHF | 45 873 CHF | 99,70% | 99,70% |
15/11/2024 | 9,52% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 50 000 CHF | 55 000 CHF | 99,80% | 99,80% |
14/11/2024 | 8,95% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 484 830 | 477 478 | 51 752 CHF | 55 792 CHF | 99,80% | 99,80% |
13/11/2024 | 10,78% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 585 893 | 300 767 | 51 412 CHF | 29 413 CHF | 99,81% | 99,81% |
12/11/2024 | 10,89% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 590 904 | 300 667 | 51 324 CHF | 29 134 CHF | 99,49% | 99,49% |
11/11/2024 | 12,17% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 654 596 | 339 536 | 50 492 CHF | 29 586 CHF | 99,70% | 99,70% |
08/11/2024 | 14,95% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 820 068 | 415 023 | 50 758 CHF | 29 852 CHF | 99,80% | 99,80% |
07/11/2024 | 13,24% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 711 741 | 369 292 | 50 216 CHF | 29 751 CHF | 95,67% | 95,67% |