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 | 14,02% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 764 998 | 393 635 | 50 739 CHF | 30 054 CHF | 99,17% | 99,17% |
19/11/2024 | 17,07% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 937 914 | 476 969 | 50 299 CHF | 30 358 CHF | 98,76% | 98,76% |
18/11/2024 | 14,96% | 0,05 CHF | 0,06 CHF | 850 000 | 425 000 | 803 403 | 412 226 | 49 781 CHF | 29 674 CHF | 97,83% | 97,83% |
15/11/2024 | 11,31% | 0,07 CHF | 0,08 CHF | 675 000 | 350 000 | 609 134 | 316 664 | 50 874 CHF | 29 637 CHF | 99,31% | 99,31% |
14/11/2024 | 7,83% | 0,11 CHF | 0,12 CHF | 500 000 | 500 000 | 419 745 | 419 717 | 51 573 CHF | 55 767 CHF | 98,42% | 98,42% |
13/11/2024 | 6,91% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 334 013 | 334 004 | 46 730 CHF | 50 069 CHF | 97,91% | 97,91% |
12/11/2024 | 6,65% | 0,13 CHF | 0,14 CHF | 200 000 | 200 000 | 180 050 | 180 043 | 26 193 CHF | 27 992 CHF | 99,03% | 99,03% |
11/11/2024 | 6,37% | 0,17 CHF | 0,18 CHF | 163 000 | 163 000 | 173 269 | 173 272 | 26 352 CHF | 28 085 CHF | 99,26% | 99,26% |
08/11/2024 | 9,11% | 0,14 CHF | 0,15 CHF | 200 000 | 200 000 | 241 958 | 239 658 | 25 401 CHF | 27 568 CHF | 99,33% | 99,33% |
07/11/2024 | 11,89% | 0,09 CHF | 0,10 CHF | 313 000 | 163 000 | 316 373 | 164 966 | 25 006 CHF | 14 695 CHF | 98,81% | 98,81% |