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 | 10,91% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 589 617 | 299 637 | 51 119 CHF | 28 986 CHF | 99,39% | 99,39% |
19/11/2024 | 11,39% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 610 712 | 313 260 | 50 599 CHF | 29 089 CHF | 99,22% | 99,22% |
18/11/2024 | 10,28% | 0,09 CHF | 0,10 CHF | 500 000 | 500 000 | 551 007 | 363 982 | 50 851 CHF | 37 580 CHF | 99,29% | 99,29% |
15/11/2024 | 9,61% | 0,10 CHF | 0,11 CHF | 575 000 | 300 000 | 504 398 | 482 470 | 49 951 CHF | 52 721 CHF | 99,38% | 99,38% |
14/11/2024 | 9,73% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 512 534 | 466 733 | 50 086 CHF | 50 744 CHF | 99,35% | 99,35% |
13/11/2024 | 9,74% | 0,10 CHF | 0,11 CHF | 575 000 | 300 000 | 518 346 | 440 460 | 50 592 CHF | 47 888 CHF | 99,39% | 99,39% |
12/11/2024 | 8,86% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 474 889 | 474 889 | 51 280 CHF | 56 029 CHF | 99,05% | 99,05% |
11/11/2024 | 8,77% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 476 559 | 476 559 | 51 991 CHF | 56 757 CHF | 99,24% | 99,24% |
08/11/2024 | 7,81% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 414 288 | 414 287 | 50 975 CHF | 55 118 CHF | 99,38% | 99,38% |
07/11/2024 | 4,97% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 264 891 | 264 891 | 51 960 CHF | 54 609 CHF | 99,26% | 99,26% |