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 | 15,50% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 847 917 | 432 870 | 50 431 CHF | 30 081 CHF | 99,38% | 99,38% |
19/11/2024 | 13,45% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 726 405 | 376 197 | 50 391 CHF | 29 861 CHF | 99,28% | 99,28% |
18/11/2024 | 11,55% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 622 630 | 324 423 | 50 815 CHF | 29 804 CHF | 99,28% | 99,28% |
15/11/2024 | 11,92% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 638 119 | 365 440 | 50 307 CHF | 33 193 CHF | 99,38% | 99,38% |
14/11/2024 | 12,18% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 651 080 | 338 680 | 50 221 CHF | 29 511 CHF | 99,36% | 99,36% |
13/11/2024 | 11,29% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 607 387 | 326 633 | 50 788 CHF | 30 764 CHF | 99,36% | 99,36% |
12/11/2024 | 9,71% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 510 012 | 460 205 | 49 949 CHF | 50 014 CHF | 99,06% | 99,06% |
11/11/2024 | 8,97% | 0,11 CHF | 0,12 CHF | 500 000 | 500 000 | 479 977 | 479 977 | 51 182 CHF | 55 981 CHF | 99,27% | 99,27% |
08/11/2024 | 7,71% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 412 015 | 412 015 | 51 394 CHF | 55 514 CHF | 99,38% | 99,38% |
07/11/2024 | 7,15% | 0,12 CHF | 0,13 CHF | 400 000 | 400 000 | 386 175 | 386 175 | 52 132 CHF | 55 994 CHF | 99,27% | 99,27% |