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 | 12,41% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 669 706 | 347 355 | 50 609 CHF | 29 724 CHF | 99,38% | 99,38% |
19/11/2024 | 12,85% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 689 306 | 359 402 | 50 202 CHF | 29 775 CHF | 98,26% | 98,26% |
18/11/2024 | 12,00% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 642 885 | 337 961 | 50 333 CHF | 29 898 CHF | 99,30% | 99,30% |
15/11/2024 | 9,66% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 508 553 | 477 191 | 50 098 CHF | 52 014 CHF | 99,38% | 99,38% |
14/11/2024 | 10,32% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 554 986 | 374 714 | 50 986 CHF | 38 907 CHF | 99,38% | 99,38% |
13/11/2024 | 10,45% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 560 205 | 348 922 | 50 805 CHF | 35 657 CHF | 99,36% | 99,36% |
12/11/2024 | 9,70% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 506 193 | 472 781 | 49 676 CHF | 51 373 CHF | 99,07% | 99,07% |
11/11/2024 | 8,18% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 437 496 | 437 496 | 51 307 CHF | 55 682 CHF | 99,30% | 99,30% |
08/11/2024 | 8,35% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 451 008 | 451 008 | 51 744 CHF | 56 254 CHF | 99,38% | 99,38% |
07/11/2024 | 10,10% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 539 371 | 391 572 | 50 692 CHF | 41 372 CHF | 99,25% | 99,25% |