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 | 12,70% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 678 873 | 353 887 | 50 064 CHF | 29 641 CHF | 98,99% | 98,99% |
19/11/2024 | 13,85% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 745 670 | 385 752 | 50 122 CHF | 29 790 CHF | 97,60% | 97,60% |
18/11/2024 | 12,89% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 681 050 | 355 311 | 49 533 CHF | 29 385 CHF | 99,38% | 99,38% |
15/11/2024 | 10,69% | 0,08 CHF | 0,09 CHF | 600 000 | 300 000 | 577 530 | 314 146 | 51 152 CHF | 31 094 CHF | 99,33% | 99,33% |
14/11/2024 | 8,16% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 434 584 | 434 157 | 51 054 CHF | 55 349 CHF | 98,49% | 98,49% |
13/11/2024 | 7,63% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 363 295 | 363 073 | 45 960 CHF | 49 562 CHF | 98,38% | 98,38% |
12/11/2024 | 7,73% | 0,11 CHF | 0,12 CHF | 238 000 | 238 000 | 206 741 | 206 741 | 25 703 CHF | 27 770 CHF | 98,87% | 98,87% |
11/11/2024 | 7,62% | 0,14 CHF | 0,15 CHF | 200 000 | 200 000 | 204 816 | 204 816 | 25 873 CHF | 27 922 CHF | 99,07% | 99,07% |
08/11/2024 | 10,14% | 0,12 CHF | 0,13 CHF | 238 000 | 238 000 | 276 772 | 176 243 | 25 915 CHF | 18 610 CHF | 99,49% | 99,49% |
07/11/2024 | 12,61% | 0,08 CHF | 0,09 CHF | 338 000 | 175 000 | 341 093 | 177 003 | 25 332 CHF | 14 918 CHF | 98,59% | 98,59% |