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 | 10,45% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 567 032 | 335 998 | 51 426 CHF | 34 154 CHF | 99,37% | 99,37% |
19/11/2024 | 10,23% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 548 978 | 387 928 | 50 897 CHF | 40 578 CHF | 99,27% | 99,27% |
18/11/2024 | 8,93% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 482 645 | 481 274 | 51 659 CHF | 56 335 CHF | 99,28% | 99,28% |
15/11/2024 | 9,29% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 494 793 | 492 032 | 50 847 CHF | 55 479 CHF | 99,38% | 99,38% |
14/11/2024 | 9,29% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 494 682 | 492 090 | 50 859 CHF | 55 497 CHF | 99,35% | 99,35% |
13/11/2024 | 9,60% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 507 576 | 481 211 | 50 348 CHF | 52 751 CHF | 99,36% | 99,36% |
12/11/2024 | 9,43% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 503 812 | 467 521 | 50 927 CHF | 52 174 CHF | 99,08% | 99,08% |
11/11/2024 | 8,21% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 440 240 | 438 650 | 51 447 CHF | 55 628 CHF | 99,21% | 99,21% |
08/11/2024 | 10,50% | 0,09 CHF | 0,10 CHF | 500 000 | 500 000 | 564 000 | 346 759 | 50 861 CHF | 35 152 CHF | 99,39% | 99,39% |
07/11/2024 | 10,26% | 0,09 CHF | 0,10 CHF | 500 000 | 500 000 | 552 359 | 415 972 | 50 991 CHF | 43 592 CHF | 99,19% | 99,19% |