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 | 15,34% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 842 659 | 422 793 | 50 728 CHF | 29 681 CHF | 99,38% | 99,38% |
19/11/2024 | 14,78% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 794 275 | 406 961 | 49 730 CHF | 29 571 CHF | 99,09% | 99,09% |
18/11/2024 | 13,99% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 757 604 | 391 777 | 50 361 CHF | 29 964 CHF | 99,28% | 99,28% |
15/11/2024 | 13,30% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 718 650 | 372 784 | 50 450 CHF | 29 898 CHF | 99,38% | 99,38% |
14/11/2024 | 11,04% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 586 373 | 321 676 | 50 080 CHF | 30 913 CHF | 97,95% | 97,95% |
13/11/2024 | 9,76% | 0,10 CHF | 0,11 CHF | 250 000 | 250 000 | 482 968 | 427 459 | 47 017 CHF | 46 263 CHF | 91,76% | 91,76% |
12/11/2024 | 9,38% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 492 802 | 492 802 | 50 104 CHF | 55 032 CHF | 99,09% | 99,09% |
11/11/2024 | 8,75% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 474 491 | 474 491 | 51 862 CHF | 56 607 CHF | 99,22% | 99,22% |
08/11/2024 | 9,62% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 517 190 | 441 590 | 51 168 CHF | 48 792 CHF | 99,39% | 99,39% |
07/11/2024 | 12,74% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 686 209 | 356 439 | 50 418 CHF | 29 756 CHF | 99,27% | 99,27% |