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 | 10,98% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 591 230 | 302 437 | 50 937 CHF | 29 084 CHF | 99,39% | 99,39% |
19/11/2024 | 10,45% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 567 281 | 323 189 | 51 417 CHF | 32 759 CHF | 99,27% | 99,27% |
18/11/2024 | 11,83% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 630 333 | 327 667 | 50 122 CHF | 29 332 CHF | 99,29% | 99,29% |
15/11/2024 | 11,60% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 615 043 | 319 086 | 49 972 CHF | 29 111 CHF | 99,39% | 99,39% |
14/11/2024 | 8,70% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 474 670 | 474 670 | 52 214 CHF | 56 960 CHF | 99,35% | 99,35% |
13/11/2024 | 8,32% | 0,11 CHF | 0,12 CHF | 425 000 | 425 000 | 446 704 | 446 704 | 51 451 CHF | 55 918 CHF | 99,39% | 99,39% |
12/11/2024 | 8,67% | 0,12 CHF | 0,13 CHF | 475 000 | 475 000 | 471 931 | 471 930 | 52 062 CHF | 56 781 CHF | 99,09% | 99,09% |
11/11/2024 | 9,01% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 482 362 | 482 362 | 51 166 CHF | 55 990 CHF | 91,10% | 91,10% |
08/11/2024 | 7,72% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 413 157 | 413 157 | 51 451 CHF | 55 582 CHF | 99,38% | 99,38% |
07/11/2024 | 7,47% | 0,12 CHF | 0,13 CHF | 400 000 | 400 000 | 402 361 | 402 361 | 51 845 CHF | 55 869 CHF | 99,27% | 99,27% |