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 | 9,83% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 521 640 | 448 060 | 50 457 CHF | 48 486 CHF | 99,36% | 99,36% |
20/11/2024 | 11,77% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 625 483 | 324 691 | 50 032 CHF | 29 214 CHF | 99,39% | 99,39% |
19/11/2024 | 11,55% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 607 496 | 314 129 | 49 572 CHF | 28 759 CHF | 99,28% | 99,28% |
18/11/2024 | 11,43% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 615 563 | 315 953 | 50 788 CHF | 29 219 CHF | 99,28% | 99,28% |
15/11/2024 | 13,52% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 731 287 | 376 353 | 50 494 CHF | 29 765 CHF | 99,37% | 99,37% |
14/11/2024 | 10,50% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 569 794 | 306 882 | 51 396 CHF | 30 803 CHF | 99,38% | 99,38% |
13/11/2024 | 10,74% | 0,09 CHF | 0,10 CHF | 500 000 | 500 000 | 574 576 | 333 377 | 50 641 CHF | 33 092 CHF | 99,38% | 99,38% |
12/11/2024 | 11,55% | 0,10 CHF | 0,11 CHF | 575 000 | 300 000 | 619 098 | 320 558 | 50 630 CHF | 29 402 CHF | 99,04% | 99,04% |
11/11/2024 | 15,00% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 821 506 | 417 057 | 50 665 CHF | 29 901 CHF | 99,28% | 99,28% |
08/11/2024 | 14,71% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 801 247 | 407 840 | 50 453 CHF | 29 775 CHF | 99,39% | 99,39% |