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 | 11,34% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 607 718 | 307 718 | 50 567 CHF | 28 670 CHF | 99,39% | 99,39% |
19/11/2024 | 10,98% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 589 386 | 308 408 | 50 745 CHF | 29 670 CHF | 99,30% | 99,30% |
18/11/2024 | 10,33% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 558 322 | 339 561 | 51 239 CHF | 34 910 CHF | 99,27% | 99,27% |
15/11/2024 | 9,61% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 507 512 | 479 969 | 50 254 CHF | 52 537 CHF | 99,39% | 99,39% |
14/11/2024 | 10,51% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 570 856 | 301 857 | 51 442 CHF | 30 239 CHF | 99,38% | 99,38% |
13/11/2024 | 10,02% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 534 238 | 400 218 | 50 610 CHF | 42 492 CHF | 99,38% | 99,38% |
12/11/2024 | 9,44% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 495 403 | 495 402 | 50 013 CHF | 54 967 CHF | 99,09% | 99,09% |
11/11/2024 | 8,70% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 473 617 | 473 617 | 52 098 CHF | 56 834 CHF | 99,23% | 99,23% |
08/11/2024 | 8,65% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 471 178 | 471 178 | 52 134 CHF | 56 846 CHF | 99,39% | 99,39% |
07/11/2024 | 8,72% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 474 159 | 474 159 | 52 019 CHF | 56 760 CHF | 99,28% | 99,28% |