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 | 10,81% | 0,07 CHF | 0,08 CHF | 750 000 | 250 000 | 681 293 | 227 098 | 59 688 CHF | 22 167 CHF | 99,37% | 99,37% |
19/11/2024 | 13,42% | 0,07 CHF | 0,08 CHF | 750 000 | 250 000 | 753 248 | 251 083 | 52 385 CHF | 19 973 CHF | 96,68% | 96,68% |
18/11/2024 | 12,99% | 0,08 CHF | 0,09 CHF | 750 000 | 250 000 | 751 687 | 250 562 | 54 250 CHF | 20 589 CHF | 97,59% | 97,59% |
15/11/2024 | 10,54% | 0,07 CHF | 0,08 CHF | 750 000 | 250 000 | 747 989 | 249 330 | 67 636 CHF | 25 039 CHF | 96,40% | 96,40% |
14/11/2024 | 8,42% | 0,10 CHF | 0,11 CHF | 600 000 | 200 000 | 616 929 | 205 643 | 70 329 CHF | 25 500 CHF | 99,33% | 99,33% |
13/11/2024 | 8,22% | 0,11 CHF | 0,12 CHF | 600 000 | 200 000 | 600 460 | 200 153 | 70 167 CHF | 25 391 CHF | 98,72% | 98,72% |
12/11/2024 | 7,33% | 0,13 CHF | 0,14 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 78 904 CHF | 28 301 CHF | 99,36% | 99,36% |
11/11/2024 | 6,50% | 0,14 CHF | 0,15 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 89 476 CHF | 31 825 CHF | 99,34% | 99,34% |
08/11/2024 | 6,41% | 0,16 CHF | 0,17 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 90 634 CHF | 32 212 CHF | 99,31% | 99,31% |
07/11/2024 | 6,11% | 0,15 CHF | 0,16 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 95 287 CHF | 33 762 CHF | 98,64% | 98,64% |