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 | 7,20% | 0,15 CHF | 0,16 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 80 646 CHF | 28 882 CHF | 99,38% | 99,38% |
19/11/2024 | 6,89% | 0,14 CHF | 0,15 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 84 180 CHF | 30 060 CHF | 96,72% | 96,72% |
18/11/2024 | 8,01% | 0,12 CHF | 0,13 CHF | 600 000 | 200 000 | 734 939 | 244 980 | 88 035 CHF | 31 795 CHF | 97,67% | 97,67% |
15/11/2024 | 10,31% | 0,13 CHF | 0,14 CHF | 750 000 | 250 000 | 755 380 | 251 793 | 69 802 CHF | 25 785 CHF | 96,47% | 96,47% |
14/11/2024 | 10,55% | 0,08 CHF | 0,09 CHF | 900 000 | 300 000 | 770 782 | 256 927 | 69 257 CHF | 25 655 CHF | 99,38% | 99,38% |
13/11/2024 | 10,60% | 0,09 CHF | 0,10 CHF | 750 000 | 250 000 | 852 551 | 284 184 | 76 204 CHF | 28 243 CHF | 98,80% | 98,80% |
12/11/2024 | 12,96% | 0,07 CHF | 0,08 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 65 149 CHF | 24 716 CHF | 99,25% | 99,25% |
11/11/2024 | 12,17% | 0,07 CHF | 0,08 CHF | 900 000 | 300 000 | 907 534 | 307 534 | 70 243 CHF | 26 819 CHF | 99,36% | 99,36% |
08/11/2024 | 9,39% | 0,08 CHF | 0,09 CHF | 900 000 | 300 000 | 778 167 | 259 389 | 79 600 CHF | 29 127 CHF | 99,35% | 99,35% |
07/11/2024 | 8,77% | 0,11 CHF | 0,12 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 81 902 CHF | 29 801 CHF | 98,67% | 98,67% |