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 | 10,98% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 591 277 | 302 444 | 50 942 CHF | 29 085 CHF | 99,37% | 99,37% |
19/11/2024 | 10,45% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 567 303 | 323 196 | 51 419 CHF | 32 760 CHF | 99,26% | 99,26% |
18/11/2024 | 11,83% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 630 335 | 327 668 | 50 122 CHF | 29 332 CHF | 99,25% | 99,25% |
15/11/2024 | 11,60% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 615 070 | 319 094 | 49 975 CHF | 29 112 CHF | 99,38% | 99,38% |
14/11/2024 | 8,70% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 474 669 | 474 669 | 52 214 CHF | 56 960 CHF | 99,35% | 99,35% |
13/11/2024 | 8,32% | 0,11 CHF | 0,12 CHF | 425 000 | 425 000 | 446 705 | 446 706 | 51 451 CHF | 55 918 CHF | 99,38% | 99,38% |
12/11/2024 | 8,67% | 0,12 CHF | 0,13 CHF | 475 000 | 475 000 | 471 925 | 471 924 | 52 061 CHF | 56 781 CHF | 99,10% | 99,10% |
11/11/2024 | 9,01% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 482 356 | 482 356 | 51 166 CHF | 55 990 CHF | 91,12% | 91,12% |
08/11/2024 | 7,72% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 413 157 | 413 157 | 51 451 CHF | 55 582 CHF | 99,38% | 99,38% |
07/11/2024 | 7,47% | 0,12 CHF | 0,13 CHF | 400 000 | 400 000 | 402 365 | 402 365 | 51 845 CHF | 55 869 CHF | 99,27% | 99,27% |