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 | 9,53% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 503 703 | 480 646 | 50 333 CHF | 53 007 CHF | 99,39% | 99,39% |
20/11/2024 | 11,59% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 615 710 | 317 753 | 50 066 CHF | 29 003 CHF | 99,38% | 99,38% |
19/11/2024 | 11,77% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 620 426 | 323 825 | 49 621 CHF | 29 137 CHF | 97,48% | 97,48% |
18/11/2024 | 11,53% | 0,08 CHF | 0,09 CHF | 600 000 | 300 000 | 615 176 | 317 175 | 50 301 CHF | 29 104 CHF | 99,30% | 99,30% |
15/11/2024 | 10,12% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 541 534 | 389 691 | 50 790 CHF | 41 082 CHF | 99,38% | 99,38% |
14/11/2024 | 12,59% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 680 083 | 353 253 | 50 619 CHF | 29 826 CHF | 99,39% | 99,39% |
13/11/2024 | 12,60% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 677 024 | 350 844 | 50 342 CHF | 29 591 CHF | 99,38% | 99,38% |
12/11/2024 | 10,51% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 569 574 | 301 367 | 51 323 CHF | 30 187 CHF | 99,07% | 99,07% |
11/11/2024 | 10,32% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 560 191 | 339 490 | 51 471 CHF | 34 956 CHF | 99,25% | 99,25% |
08/11/2024 | 10,35% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 558 125 | 336 205 | 51 123 CHF | 34 446 CHF | 99,39% | 99,39% |