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 | 10,57% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 575 333 | 299 786 | 51 572 CHF | 29 873 CHF | 99,38% | 99,38% |
19/11/2024 | 11,80% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 627 837 | 326 009 | 50 055 CHF | 29 251 CHF | 99,31% | 99,31% |
18/11/2024 | 11,08% | 0,08 CHF | 0,09 CHF | 600 000 | 300 000 | 597 560 | 303 781 | 50 947 CHF | 28 944 CHF | 99,30% | 99,30% |
15/11/2024 | 8,98% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 486 299 | 463 791 | 51 745 CHF | 54 331 CHF | 99,39% | 99,39% |
14/11/2024 | 9,66% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 509 609 | 469 701 | 50 218 CHF | 51 195 CHF | 99,35% | 99,35% |
13/11/2024 | 9,45% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 496 834 | 496 834 | 50 138 CHF | 55 106 CHF | 99,39% | 99,39% |
12/11/2024 | 9,54% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 497 944 | 492 148 | 49 707 CHF | 54 074 CHF | 99,09% | 99,09% |
11/11/2024 | 9,15% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 492 855 | 448 734 | 51 406 CHF | 51 786 CHF | 99,30% | 99,30% |
08/11/2024 | 11,42% | 0,09 CHF | 0,10 CHF | 500 000 | 500 000 | 605 489 | 338 726 | 49 987 CHF | 31 646 CHF | 99,38% | 99,38% |
07/11/2024 | 9,45% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 511 865 | 427 624 | 51 589 CHF | 48 219 CHF | 99,28% | 99,28% |