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 | 8,82% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 480 185 | 476 273 | 52 071 CHF | 56 404 CHF | 99,81% | 99,81% |
19/11/2024 | 11,97% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 644 132 | 330 642 | 50 573 CHF | 29 248 CHF | 99,72% | 99,72% |
18/11/2024 | 11,45% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 610 975 | 313 083 | 50 301 CHF | 28 897 CHF | 99,70% | 99,70% |
15/11/2024 | 10,81% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 582 646 | 324 237 | 50 988 CHF | 31 909 CHF | 99,80% | 99,80% |
14/11/2024 | 9,66% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 511 731 | 468 715 | 50 381 CHF | 51 097 CHF | 99,80% | 99,80% |
13/11/2024 | 9,64% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 509 296 | 474 258 | 50 262 CHF | 51 777 CHF | 99,81% | 99,81% |
12/11/2024 | 10,67% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 574 750 | 318 382 | 51 037 CHF | 31 661 CHF | 99,49% | 99,49% |
11/11/2024 | 10,60% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 577 324 | 299 547 | 51 571 CHF | 29 760 CHF | 99,70% | 99,70% |
08/11/2024 | 10,62% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 577 617 | 302 459 | 51 524 CHF | 30 015 CHF | 99,81% | 99,81% |
07/11/2024 | 8,61% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 466 150 | 466 151 | 51 815 CHF | 56 477 CHF | 95,67% | 95,67% |