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 | 10,72% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 572 917 | 337 074 | 50 580 CHF | 33 886 CHF | 99,02% | 99,02% |
19/11/2024 | 10,87% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 582 776 | 300 374 | 50 728 CHF | 29 159 CHF | 99,28% | 99,28% |
18/11/2024 | 10,34% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 558 434 | 342 900 | 51 194 CHF | 35 336 CHF | 97,86% | 97,86% |
15/11/2024 | 12,05% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 643 609 | 334 213 | 50 221 CHF | 29 414 CHF | 99,32% | 99,32% |
14/11/2024 | 14,17% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 760 891 | 395 072 | 49 908 CHF | 29 863 CHF | 98,83% | 98,83% |
13/11/2024 | 13,91% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 660 559 | 343 604 | 44 376 CHF | 26 523 CHF | 97,93% | 97,93% |
12/11/2024 | 15,01% | 0,07 CHF | 0,08 CHF | 388 000 | 200 000 | 402 895 | 205 779 | 24 844 CHF | 14 748 CHF | 99,10% | 99,10% |
11/11/2024 | 17,52% | 0,06 CHF | 0,07 CHF | 425 000 | 213 000 | 481 021 | 235 066 | 25 051 CHF | 14 618 CHF | 99,31% | 99,31% |
08/11/2024 | 16,20% | 0,05 CHF | 0,06 CHF | 500 000 | 250 000 | 448 001 | 227 031 | 25 417 CHF | 15 147 CHF | 99,40% | 99,40% |
07/11/2024 | 14,45% | 0,06 CHF | 0,07 CHF | 425 000 | 213 000 | 387 186 | 199 734 | 24 879 CHF | 14 837 CHF | 99,05% | 99,05% |