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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 12,63% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 682 938 | 353 969 | 50 681 CHF | 29 809 CHF | 99,39% | 99,39% |
20/11/2024 | 11,66% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 617 177 | 319 870 | 49 848 CHF | 29 025 CHF | 99,37% | 99,37% |
19/11/2024 | 11,42% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 603 347 | 310 567 | 49 843 CHF | 28 740 CHF | 99,24% | 99,24% |
18/11/2024 | 11,51% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 614 851 | 314 805 | 50 375 CHF | 28 926 CHF | 99,29% | 99,29% |
15/11/2024 | 10,29% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 551 979 | 371 526 | 50 831 CHF | 38 577 CHF | 99,37% | 99,37% |
14/11/2024 | 11,79% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 623 268 | 324 957 | 49 738 CHF | 29 182 CHF | 99,34% | 99,34% |
13/11/2024 | 11,44% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 610 885 | 314 212 | 50 372 CHF | 29 045 CHF | 99,36% | 99,36% |
12/11/2024 | 10,81% | 0,08 CHF | 0,09 CHF | 600 000 | 300 000 | 580 328 | 310 215 | 50 827 CHF | 30 376 CHF | 99,08% | 99,08% |
11/11/2024 | 8,68% | 0,11 CHF | 0,12 CHF | 500 000 | 500 000 | 470 408 | 470 407 | 51 830 CHF | 56 534 CHF | 99,28% | 99,28% |
08/11/2024 | 8,76% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 477 987 | 477 987 | 52 180 CHF | 56 960 CHF | 99,37% | 99,37% |