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 | 11,58% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 618 106 | 317 845 | 50 326 CHF | 29 047 CHF | 99,50% | 99,50% |
19/11/2024 | 11,32% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 598 448 | 310 573 | 49 971 CHF | 29 011 CHF | 99,33% | 99,33% |
18/11/2024 | 13,70% | 0,08 CHF | 0,09 CHF | 725 000 | 375 000 | 738 573 | 383 600 | 50 238 CHF | 29 935 CHF | 99,22% | 99,22% |
15/11/2024 | 15,45% | 0,07 CHF | 0,08 CHF | 850 000 | 425 000 | 853 009 | 428 312 | 50 971 CHF | 29 875 CHF | 99,48% | 99,48% |
14/11/2024 | 16,76% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 910 640 | 462 769 | 49 796 CHF | 29 936 CHF | 98,11% | 98,11% |
13/11/2024 | 14,44% | 0,07 CHF | 0,08 CHF | 850 000 | 425 000 | 682 106 | 352 195 | 43 801 CHF | 26 140 CHF | 99,03% | 99,03% |
12/11/2024 | 16,01% | 0,06 CHF | 0,07 CHF | 425 000 | 213 000 | 434 192 | 221 951 | 24 944 CHF | 14 968 CHF | 98,88% | 98,88% |
11/11/2024 | 11,35% | 0,07 CHF | 0,08 CHF | 363 000 | 188 000 | 303 993 | 160 193 | 25 295 CHF | 14 941 CHF | 99,26% | 99,26% |
08/11/2024 | 9,50% | 0,10 CHF | 0,11 CHF | 238 000 | 238 000 | 248 854 | 248 854 | 24 958 CHF | 27 447 CHF | 93,21% | 93,21% |
07/11/2024 | 9,52% | 0,10 CHF | 0,11 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 24 999 CHF | 27 499 CHF | 99,23% | 99,23% |