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 | 9,69% | 0,09 CHF | 0,10 CHF | 625 000 | 325 000 | 597 071 | 535 683 | 58 629 CHF | 58 347 CHF | 99,38% | 99,38% |
19/11/2024 | 10,86% | 0,09 CHF | 0,10 CHF | 650 000 | 325 000 | 653 456 | 335 712 | 56 930 CHF | 32 596 CHF | 97,03% | 97,03% |
18/11/2024 | 11,64% | 0,09 CHF | 0,10 CHF | 675 000 | 350 000 | 709 197 | 361 547 | 57 419 CHF | 32 889 CHF | 99,10% | 99,10% |
15/11/2024 | 11,60% | 0,08 CHF | 0,09 CHF | 750 000 | 375 000 | 707 022 | 361 716 | 57 439 CHF | 33 002 CHF | 98,52% | 98,52% |
14/11/2024 | 10,03% | 0,09 CHF | 0,10 CHF | 625 000 | 625 000 | 610 754 | 479 302 | 57 945 CHF | 50 853 CHF | 99,32% | 99,32% |
13/11/2024 | 11,32% | 0,10 CHF | 0,11 CHF | 600 000 | 600 000 | 601 111 | 339 793 | 50 442 CHF | 32 397 CHF | 99,06% | 99,06% |
12/11/2024 | 12,58% | 0,07 CHF | 0,08 CHF | 388 000 | 200 000 | 374 080 | 192 163 | 27 862 CHF | 16 235 CHF | 99,05% | 99,05% |
11/11/2024 | 15,00% | 0,07 CHF | 0,08 CHF | 438 000 | 225 000 | 462 126 | 233 097 | 28 496 CHF | 16 706 CHF | 99,28% | 99,28% |
08/11/2024 | 16,21% | 0,06 CHF | 0,07 CHF | 500 000 | 250 000 | 484 392 | 245 868 | 27 471 CHF | 16 404 CHF | 99,31% | 99,31% |
07/11/2024 | 16,00% | 0,06 CHF | 0,07 CHF | 500 000 | 250 000 | 480 481 | 244 357 | 27 640 CHF | 16 505 CHF | 99,06% | 99,06% |