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 | 15,04% | 0,07 CHF | 0,08 CHF | 850 000 | 425 000 | 830 759 | 420 868 | 51 109 CHF | 30 110 CHF | 99,37% | 99,37% |
19/11/2024 | 15,79% | 0,07 CHF | 0,08 CHF | 850 000 | 425 000 | 877 212 | 444 153 | 51 234 CHF | 30 374 CHF | 99,25% | 99,25% |
18/11/2024 | 13,77% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 744 014 | 385 513 | 50 228 CHF | 30 014 CHF | 99,27% | 99,27% |
15/11/2024 | 9,68% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 511 162 | 468 263 | 50 274 CHF | 51 053 CHF | 99,38% | 99,38% |
14/11/2024 | 10,60% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 566 157 | 380 643 | 50 570 CHF | 38 683 CHF | 99,35% | 99,35% |
13/11/2024 | 10,61% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 568 227 | 355 822 | 50 744 CHF | 36 086 CHF | 99,36% | 99,36% |
12/11/2024 | 9,25% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 487 963 | 484 964 | 50 355 CHF | 54 908 CHF | 99,06% | 99,06% |
11/11/2024 | 7,01% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 379 938 | 379 938 | 52 295 CHF | 56 094 CHF | 99,26% | 99,26% |
08/11/2024 | 7,63% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 409 918 | 409 917 | 51 691 CHF | 55 790 CHF | 99,38% | 99,38% |
07/11/2024 | 9,99% | 0,10 CHF | 0,11 CHF | 475 000 | 475 000 | 535 446 | 392 809 | 50 989 CHF | 42 364 CHF | 99,25% | 99,25% |