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 | 11,21% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 599 395 | 310 870 | 50 453 CHF | 29 314 CHF | 98,78% | 98,78% |
19/11/2024 | 12,97% | 0,07 CHF | 0,08 CHF | 675 000 | 350 000 | 700 526 | 363 247 | 50 507 CHF | 29 824 CHF | 98,53% | 98,53% |
18/11/2024 | 11,20% | 0,07 CHF | 0,08 CHF | 625 000 | 325 000 | 595 125 | 311 477 | 50 268 CHF | 29 424 CHF | 99,34% | 99,34% |
15/11/2024 | 7,50% | 0,10 CHF | 0,11 CHF | 425 000 | 425 000 | 399 610 | 399 604 | 51 418 CHF | 55 413 CHF | 99,27% | 99,27% |
14/11/2024 | 5,14% | 0,17 CHF | 0,18 CHF | 325 000 | 325 000 | 266 977 | 266 970 | 50 571 CHF | 53 239 CHF | 97,49% | 97,49% |
13/11/2024 | 4,42% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 216 764 | 216 764 | 48 054 CHF | 50 222 CHF | 97,42% | 97,42% |
12/11/2024 | 4,14% | 0,21 CHF | 0,22 CHF | 125 000 | 125 000 | 109 133 | 109 133 | 25 763 CHF | 26 854 CHF | 99,13% | 99,13% |
11/11/2024 | 3,96% | 0,28 CHF | 0,29 CHF | 100 000 | 100 000 | 106 646 | 106 662 | 26 390 CHF | 27 461 CHF | 99,07% | 99,07% |
08/11/2024 | 5,71% | 0,23 CHF | 0,24 CHF | 125 000 | 125 000 | 153 956 | 153 956 | 26 195 CHF | 27 735 CHF | 99,23% | 99,23% |
07/11/2024 | 7,41% | 0,14 CHF | 0,15 CHF | 200 000 | 200 000 | 199 378 | 199 377 | 25 913 CHF | 27 906 CHF | 99,22% | 99,22% |