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 | 9,79% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 514 290 | 453 180 | 49 967 CHF | 49 070 CHF | 99,17% | 99,17% |
19/11/2024 | 9,73% | 0,09 CHF | 0,10 CHF | 500 000 | 500 000 | 511 181 | 459 517 | 49 992 CHF | 49 930 CHF | 98,83% | 98,83% |
18/11/2024 | 9,55% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 505 741 | 472 502 | 50 422 CHF | 52 119 CHF | 99,20% | 99,20% |
15/11/2024 | 8,01% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 425 250 | 425 250 | 51 009 CHF | 55 261 CHF | 98,68% | 98,68% |
14/11/2024 | 5,77% | 0,15 CHF | 0,16 CHF | 325 000 | 325 000 | 305 920 | 305 909 | 51 514 CHF | 54 572 CHF | 98,51% | 98,51% |
13/11/2024 | 5,63% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 269 802 | 269 802 | 46 395 CHF | 49 093 CHF | 97,90% | 97,90% |
12/11/2024 | 4,88% | 0,18 CHF | 0,19 CHF | 150 000 | 150 000 | 128 198 | 128 200 | 25 623 CHF | 26 905 CHF | 99,13% | 99,13% |
11/11/2024 | 4,09% | 0,21 CHF | 0,22 CHF | 125 000 | 125 000 | 107 796 | 107 796 | 25 776 CHF | 26 854 CHF | 99,02% | 99,02% |
08/11/2024 | 3,92% | 0,26 CHF | 0,27 CHF | 100 000 | 100 000 | 105 965 | 105 965 | 26 483 CHF | 27 543 CHF | 99,30% | 99,30% |
07/11/2024 | 3,84% | 0,27 CHF | 0,28 CHF | 100 000 | 100 000 | 102 667 | 102 667 | 26 266 CHF | 27 293 CHF | 99,25% | 99,25% |