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 | 16,38% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 909 987 | 463 961 | 51 003 CHF | 30 636 CHF | 99,37% | 99,37% |
19/11/2024 | 17,12% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 942 528 | 478 693 | 50 379 CHF | 30 401 CHF | 99,31% | 99,31% |
18/11/2024 | 16,27% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 890 345 | 453 596 | 50 244 CHF | 30 158 CHF | 99,29% | 99,29% |
15/11/2024 | 12,63% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 683 307 | 354 153 | 50 681 CHF | 29 810 CHF | 99,38% | 99,38% |
14/11/2024 | 13,55% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 735 143 | 378 903 | 50 597 CHF | 29 881 CHF | 99,35% | 99,35% |
13/11/2024 | 13,58% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 731 388 | 378 591 | 50 231 CHF | 29 792 CHF | 99,36% | 99,36% |
12/11/2024 | 12,76% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 682 053 | 354 195 | 50 071 CHF | 29 548 CHF | 99,09% | 99,09% |
11/11/2024 | 10,63% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 576 540 | 301 760 | 51 376 CHF | 29 923 CHF | 99,28% | 99,28% |
08/11/2024 | 11,09% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 599 115 | 307 018 | 51 036 CHF | 29 228 CHF | 99,39% | 99,39% |
07/11/2024 | 13,54% | 0,07 CHF | 0,08 CHF | 675 000 | 350 000 | 730 362 | 377 979 | 50 308 CHF | 29 817 CHF | 99,23% | 99,23% |