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 | 12,63% | 0,09 CHF | 0,10 CHF | 625 000 | 325 000 | 685 709 | 355 231 | 50 870 CHF | 29 907 CHF | 99,21% | 99,21% |
19/11/2024 | 14,26% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 767 502 | 396 524 | 50 002 CHF | 29 803 CHF | 97,87% | 97,87% |
18/11/2024 | 12,90% | 0,06 CHF | 0,07 CHF | 725 000 | 375 000 | 685 330 | 356 149 | 49 760 CHF | 29 423 CHF | 97,81% | 97,81% |
15/11/2024 | 9,93% | 0,08 CHF | 0,09 CHF | 575 000 | 300 000 | 517 997 | 445 359 | 49 596 CHF | 47 849 CHF | 93,90% | 93,90% |
14/11/2024 | 7,20% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 387 978 | 387 965 | 51 994 CHF | 55 872 CHF | 94,37% | 94,37% |
13/11/2024 | 6,77% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 328 057 | 328 057 | 46 885 CHF | 50 165 CHF | 97,39% | 97,39% |
12/11/2024 | 6,75% | 0,13 CHF | 0,14 CHF | 200 000 | 200 000 | 183 015 | 183 015 | 26 207 CHF | 28 037 CHF | 98,70% | 98,70% |
11/11/2024 | 6,62% | 0,16 CHF | 0,17 CHF | 163 000 | 163 000 | 179 786 | 179 788 | 26 249 CHF | 28 047 CHF | 99,02% | 99,02% |
08/11/2024 | 9,15% | 0,13 CHF | 0,14 CHF | 200 000 | 200 000 | 242 847 | 240 524 | 25 358 CHF | 27 531 CHF | 97,26% | 97,26% |
07/11/2024 | 12,21% | 0,09 CHF | 0,10 CHF | 313 000 | 163 000 | 326 978 | 170 245 | 25 119 CHF | 14 788 CHF | 98,74% | 98,74% |