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 | 10,88% | 0,09 CHF | 0,10 CHF | 500 000 | 500 000 | 583 593 | 330 219 | 50 714 CHF | 32 364 CHF | 99,50% | 99,50% |
19/11/2024 | 11,36% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 603 741 | 314 443 | 50 173 CHF | 29 249 CHF | 97,55% | 97,55% |
18/11/2024 | 8,94% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 479 948 | 479 948 | 51 336 CHF | 56 135 CHF | 99,33% | 99,33% |
15/11/2024 | 10,51% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 567 353 | 330 217 | 51 157 CHF | 33 443 CHF | 98,53% | 98,53% |
14/11/2024 | 10,11% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 538 472 | 388 798 | 50 512 CHF | 41 005 CHF | 98,90% | 98,90% |
13/11/2024 | 10,72% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 514 228 | 298 028 | 45 319 CHF | 29 708 CHF | 98,15% | 98,15% |
12/11/2024 | 10,71% | 0,09 CHF | 0,10 CHF | 288 000 | 150 000 | 290 895 | 157 355 | 25 721 CHF | 15 575 CHF | 99,07% | 99,07% |
11/11/2024 | 12,92% | 0,08 CHF | 0,09 CHF | 313 000 | 163 000 | 348 443 | 181 076 | 25 218 CHF | 14 918 CHF | 98,20% | 98,20% |
08/11/2024 | 15,23% | 0,07 CHF | 0,08 CHF | 388 000 | 200 000 | 416 156 | 212 208 | 25 249 CHF | 14 998 CHF | 99,43% | 99,43% |
07/11/2024 | 12,10% | 0,07 CHF | 0,08 CHF | 338 000 | 175 000 | 319 457 | 168 884 | 24 806 CHF | 14 818 CHF | 98,83% | 98,83% |