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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 11,23% | 0,08 CHF | 0,09 CHF | 750 000 | 100 000 | 747 579 | 100 000 | 63 097 CHF | 9 444 CHF | 99,16% | 99,16% |
20/11/2024 | 9,73% | 0,09 CHF | 0,10 CHF | 750 000 | 100 000 | 700 404 | 100 000 | 68 526 CHF | 10 834 CHF | 99,16% | 99,16% |
19/11/2024 | 10,66% | 0,09 CHF | 0,10 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 66 824 CHF | 9 910 CHF | 99,17% | 99,17% |
18/11/2024 | 10,19% | 0,09 CHF | 0,10 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 70 077 CHF | 10 344 CHF | 99,22% | 99,22% |
15/11/2024 | 8,55% | 0,10 CHF | 0,11 CHF | 750 000 | 100 000 | 675 901 | 100 000 | 75 573 CHF | 12 252 CHF | 99,16% | 99,16% |
14/11/2024 | 7,87% | 0,14 CHF | 0,15 CHF | 600 000 | 100 000 | 611 468 | 100 000 | 74 945 CHF | 13 281 CHF | 99,15% | 99,15% |
13/11/2024 | 9,70% | 0,10 CHF | 0,11 CHF | 750 000 | 100 000 | 736 213 | 100 000 | 72 539 CHF | 10 892 CHF | 99,16% | 99,16% |
12/11/2024 | 7,77% | 0,11 CHF | 0,12 CHF | 750 000 | 100 000 | 614 572 | 100 000 | 76 055 CHF | 13 397 CHF | 99,15% | 99,15% |
11/11/2024 | 5,72% | 0,16 CHF | 0,17 CHF | 600 000 | 100 000 | 600 000 | 100 000 | 101 956 CHF | 17 993 CHF | 99,17% | 99,17% |
08/11/2024 | 6,30% | 0,14 CHF | 0,15 CHF | 600 000 | 100 000 | 600 000 | 100 000 | 92 686 CHF | 16 448 CHF | 99,16% | 99,16% |