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 | 11,01% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 590 571 | 299 814 | 50 718 CHF | 28 755 CHF | 99,39% | 99,39% |
19/11/2024 | 10,78% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 582 861 | 307 655 | 51 169 CHF | 30 194 CHF | 98,57% | 98,57% |
18/11/2024 | 9,44% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 498 011 | 498 011 | 50 265 CHF | 55 245 CHF | 99,26% | 99,26% |
15/11/2024 | 9,86% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 524 039 | 432 681 | 50 454 CHF | 46 575 CHF | 99,38% | 99,38% |
14/11/2024 | 12,28% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 658 967 | 342 786 | 50 371 CHF | 29 634 CHF | 99,35% | 99,35% |
13/11/2024 | 11,62% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 619 766 | 317 422 | 50 254 CHF | 28 900 CHF | 99,36% | 99,36% |
12/11/2024 | 11,12% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 596 188 | 306 385 | 50 662 CHF | 29 098 CHF | 99,06% | 99,06% |
11/11/2024 | 10,12% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 544 694 | 380 816 | 51 047 CHF | 40 030 CHF | 99,26% | 99,26% |
08/11/2024 | 10,53% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 573 157 | 304 725 | 51 578 CHF | 30 516 CHF | 99,39% | 99,39% |
07/11/2024 | 8,31% | 0,12 CHF | 0,13 CHF | 475 000 | 475 000 | 446 908 | 446 908 | 51 545 CHF | 56 014 CHF | 99,27% | 99,27% |