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 | 11,62% | 0,08 CHF | 0,09 CHF | 600 000 | 300 000 | 620 063 | 318 454 | 50 286 CHF | 29 000 CHF | 99,39% | 99,39% |
19/11/2024 | 11,06% | 0,08 CHF | 0,09 CHF | 600 000 | 300 000 | 588 947 | 300 523 | 50 374 CHF | 28 708 CHF | 98,27% | 98,27% |
18/11/2024 | 11,62% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 619 799 | 319 121 | 50 247 CHF | 29 048 CHF | 99,30% | 99,30% |
15/11/2024 | 12,82% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 691 874 | 358 443 | 50 516 CHF | 29 756 CHF | 99,38% | 99,38% |
14/11/2024 | 12,54% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 676 892 | 350 945 | 50 578 CHF | 29 734 CHF | 99,35% | 99,35% |
13/11/2024 | 12,71% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 680 299 | 353 716 | 50 088 CHF | 29 584 CHF | 99,37% | 99,37% |
12/11/2024 | 13,67% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 741 862 | 384 081 | 50 603 CHF | 30 036 CHF | 99,07% | 99,07% |
11/11/2024 | 15,38% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 844 293 | 423 259 | 50 664 CHF | 29 631 CHF | 99,28% | 99,28% |
08/11/2024 | 13,78% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 746 140 | 385 570 | 50 403 CHF | 29 903 CHF | 99,39% | 99,39% |
07/11/2024 | 11,34% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 606 673 | 313 004 | 50 470 CHF | 29 174 CHF | 99,25% | 99,25% |