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 | 13,99% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 756 046 | 391 229 | 50 285 CHF | 29 933 CHF | 99,37% | 99,37% |
19/11/2024 | 15,37% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 847 575 | 424 192 | 50 915 CHF | 29 725 CHF | 99,25% | 99,25% |
18/11/2024 | 14,16% | 0,06 CHF | 0,07 CHF | 775 000 | 400 000 | 767 799 | 396 137 | 50 386 CHF | 29 959 CHF | 99,27% | 99,27% |
15/11/2024 | 12,05% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 641 706 | 333 150 | 50 040 CHF | 29 309 CHF | 99,39% | 99,39% |
14/11/2024 | 13,04% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 704 138 | 365 141 | 50 478 CHF | 29 828 CHF | 99,34% | 99,34% |
13/11/2024 | 12,43% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 668 085 | 347 127 | 50 413 CHF | 29 665 CHF | 99,38% | 99,38% |
12/11/2024 | 12,91% | 0,07 CHF | 0,08 CHF | 675 000 | 350 000 | 690 293 | 359 202 | 50 052 CHF | 29 634 CHF | 99,08% | 99,08% |
11/11/2024 | 12,24% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 659 361 | 338 771 | 50 545 CHF | 29 336 CHF | 99,31% | 99,31% |
08/11/2024 | 14,53% | 0,07 CHF | 0,08 CHF | 675 000 | 350 000 | 783 664 | 401 086 | 50 025 CHF | 29 628 CHF | 99,39% | 99,39% |
07/11/2024 | 12,41% | 0,07 CHF | 0,08 CHF | 675 000 | 350 000 | 663 803 | 344 688 | 50 142 CHF | 29 487 CHF | 99,28% | 99,28% |