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 | 14,19% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 767 707 | 395 669 | 50 285 CHF | 29 875 CHF | 99,80% | 99,80% |
19/11/2024 | 10,31% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 556 340 | 364 908 | 51 175 CHF | 37 800 CHF | 99,71% | 99,71% |
18/11/2024 | 11,39% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 606 902 | 310 292 | 50 299 CHF | 28 803 CHF | 99,69% | 99,69% |
15/11/2024 | 11,88% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 637 252 | 329 964 | 50 449 CHF | 29 418 CHF | 99,80% | 99,80% |
14/11/2024 | 12,87% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 696 286 | 360 643 | 50 633 CHF | 29 833 CHF | 99,80% | 99,80% |
13/11/2024 | 12,70% | 0,07 CHF | 0,08 CHF | 675 000 | 350 000 | 684 206 | 354 603 | 50 449 CHF | 29 693 CHF | 99,80% | 99,80% |
12/11/2024 | 11,12% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 596 373 | 309 067 | 50 654 CHF | 29 350 CHF | 99,50% | 99,50% |
11/11/2024 | 11,12% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 596 473 | 300 266 | 50 652 CHF | 28 500 CHF | 99,70% | 99,70% |
08/11/2024 | 10,69% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 582 692 | 300 351 | 51 628 CHF | 29 626 CHF | 99,81% | 99,81% |
07/11/2024 | 11,89% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 628 749 | 327 505 | 49 737 CHF | 29 183 CHF | 95,68% | 95,68% |