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 | 15,93% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 880 225 | 446 613 | 50 844 CHF | 30 253 CHF | 99,38% | 99,38% |
19/11/2024 | 12,16% | 0,06 CHF | 0,07 CHF | 775 000 | 400 000 | 648 362 | 339 767 | 50 057 CHF | 29 677 CHF | 99,07% | 99,07% |
18/11/2024 | 7,36% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 397 073 | 397 072 | 51 983 CHF | 55 954 CHF | 99,28% | 99,28% |
15/11/2024 | 6,80% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 369 344 | 369 344 | 52 459 CHF | 56 152 CHF | 99,39% | 99,39% |
14/11/2024 | 6,41% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 347 361 | 347 361 | 52 457 CHF | 55 930 CHF | 99,34% | 99,34% |
13/11/2024 | 6,54% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 354 440 | 354 440 | 52 422 CHF | 55 966 CHF | 99,38% | 99,38% |
12/11/2024 | 6,77% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 368 080 | 368 080 | 52 522 CHF | 56 203 CHF | 99,09% | 99,09% |
11/11/2024 | 6,96% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 378 922 | 378 922 | 52 524 CHF | 56 313 CHF | 99,30% | 99,30% |
08/11/2024 | 7,41% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 400 715 | 400 715 | 52 093 CHF | 56 100 CHF | 99,38% | 99,38% |
07/11/2024 | 8,10% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 432 860 | 432 860 | 51 274 CHF | 55 602 CHF | 99,27% | 99,27% |