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 | 8,40% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 447 457 | 438 775 | 51 066 CHF | 54 638 CHF | 99,21% | 99,21% |
19/11/2024 | 10,60% | 0,09 CHF | 0,10 CHF | 500 000 | 500 000 | 562 665 | 351 246 | 50 287 CHF | 35 454 CHF | 99,19% | 99,19% |
18/11/2024 | 11,62% | 0,10 CHF | 0,11 CHF | 575 000 | 300 000 | 624 972 | 323 716 | 50 719 CHF | 29 507 CHF | 99,27% | 99,27% |
15/11/2024 | 11,33% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 605 372 | 311 405 | 50 444 CHF | 29 059 CHF | 98,50% | 98,50% |
14/11/2024 | 8,35% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 449 962 | 449 907 | 51 593 CHF | 56 086 CHF | 99,22% | 99,22% |
13/11/2024 | 9,22% | 0,13 CHF | 0,14 CHF | 375 000 | 375 000 | 423 455 | 393 776 | 44 047 CHF | 45 253 CHF | 98,85% | 98,85% |
12/11/2024 | 10,73% | 0,08 CHF | 0,09 CHF | 300 000 | 150 000 | 286 834 | 152 405 | 25 304 CHF | 15 001 CHF | 98,98% | 98,98% |
11/11/2024 | 13,79% | 0,08 CHF | 0,09 CHF | 338 000 | 175 000 | 374 301 | 193 226 | 25 279 CHF | 14 983 CHF | 99,31% | 99,31% |
08/11/2024 | 14,68% | 0,06 CHF | 0,07 CHF | 425 000 | 213 000 | 400 131 | 204 108 | 25 271 CHF | 14 942 CHF | 99,38% | 99,38% |
07/11/2024 | 16,03% | 0,06 CHF | 0,07 CHF | 463 000 | 238 000 | 438 537 | 223 776 | 25 159 CHF | 15 073 CHF | 99,06% | 99,06% |