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 | 11,69% | 0,09 CHF | 0,10 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 60 553 CHF | 22 685 CHF | 98,83% | 98,83% |
19/11/2024 | 9,27% | 0,10 CHF | 0,11 CHF | 600 000 | 200 000 | 646 273 | 215 424 | 66 571 CHF | 24 345 CHF | 96,62% | 96,62% |
18/11/2024 | 9,49% | 0,09 CHF | 0,10 CHF | 750 000 | 250 000 | 660 540 | 220 180 | 66 242 CHF | 24 282 CHF | 96,69% | 96,69% |
15/11/2024 | 8,96% | 0,11 CHF | 0,12 CHF | 600 000 | 200 000 | 632 234 | 210 745 | 67 360 CHF | 24 561 CHF | 95,39% | 95,39% |
14/11/2024 | 7,60% | 0,11 CHF | 0,12 CHF | 600 000 | 200 000 | 586 474 | 195 491 | 74 924 CHF | 26 930 CHF | 98,42% | 98,42% |
13/11/2024 | 7,01% | 0,14 CHF | 0,15 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 82 824 CHF | 29 608 CHF | 98,30% | 98,30% |
12/11/2024 | 8,61% | 0,14 CHF | 0,15 CHF | 600 000 | 200 000 | 668 918 | 222 973 | 74 476 CHF | 27 055 CHF | 98,94% | 98,94% |
11/11/2024 | 10,56% | 0,09 CHF | 0,10 CHF | 750 000 | 250 000 | 762 896 | 254 299 | 68 402 CHF | 25 344 CHF | 97,86% | 97,86% |
08/11/2024 | 7,57% | 0,14 CHF | 0,15 CHF | 600 000 | 200 000 | 603 431 | 201 144 | 76 824 CHF | 27 619 CHF | 98,84% | 98,84% |
07/11/2024 | 6,99% | 0,12 CHF | 0,13 CHF | 600 000 | 200 000 | 631 488 | 210 496 | 88 749 CHF | 31 688 CHF | 98,28% | 98,28% |