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 | 13,07% | 0,08 CHF | 0,09 CHF | 375 000 | 350 000 | 416 712 | 366 433 | 29 738 CHF | 29 868 CHF | 99,96% | 99,96% |
19/11/2024 | 13,16% | 0,07 CHF | 0,08 CHF | 450 000 | 375 000 | 424 727 | 367 408 | 30 156 CHF | 29 764 CHF | 99,82% | 99,82% |
18/11/2024 | 12,57% | 0,08 CHF | 0,09 CHF | 350 000 | 325 000 | 408 611 | 351 572 | 30 440 CHF | 29 728 CHF | 99,95% | 99,95% |
15/11/2024 | 12,82% | 0,07 CHF | 0,08 CHF | 450 000 | 375 000 | 417 958 | 359 517 | 30 499 CHF | 29 839 CHF | 100,00% | 100,00% |
14/11/2024 | 11,41% | 0,08 CHF | 0,09 CHF | 400 000 | 350 000 | 345 367 | 318 362 | 28 482 CHF | 29 508 CHF | 99,65% | 99,65% |
13/11/2024 | 9,79% | 0,10 CHF | 0,11 CHF | 250 000 | 250 000 | 276 872 | 276 866 | 26 895 CHF | 29 663 CHF | 99,96% | 99,96% |
12/11/2024 | 8,68% | 0,12 CHF | 0,13 CHF | 225 000 | 225 000 | 237 744 | 237 743 | 26 204 CHF | 28 581 CHF | 99,77% | 99,77% |
11/11/2024 | 11,10% | 0,09 CHF | 0,10 CHF | 300 000 | 300 000 | 343 128 | 306 726 | 29 166 CHF | 29 194 CHF | 99,80% | 99,80% |
08/11/2024 | 11,02% | 0,09 CHF | 0,10 CHF | 375 000 | 300 000 | 349 843 | 300 000 | 30 001 CHF | 28 743 CHF | 99,82% | 99,82% |
07/11/2024 | 10,48% | 0,09 CHF | 0,10 CHF | 325 000 | 300 000 | 316 521 | 299 120 | 28 630 CHF | 30 055 CHF | 99,91% | 99,91% |