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 | 11,56% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 612 355 | 322 840 | 49 964 CHF | 29 587 CHF | 99,01% | 99,01% |
19/11/2024 | 9,57% | 0,09 CHF | 0,10 CHF | 500 000 | 500 000 | 501 460 | 481 161 | 49 905 CHF | 52 817 CHF | 98,46% | 98,46% |
18/11/2024 | 8,82% | 0,09 CHF | 0,10 CHF | 500 000 | 500 000 | 477 257 | 477 257 | 51 798 CHF | 56 570 CHF | 99,39% | 99,39% |
15/11/2024 | 8,66% | 0,11 CHF | 0,12 CHF | 425 000 | 425 000 | 471 544 | 471 544 | 52 077 CHF | 56 793 CHF | 99,44% | 99,44% |
14/11/2024 | 9,80% | 0,09 CHF | 0,10 CHF | 500 000 | 500 000 | 515 189 | 445 541 | 50 015 CHF | 48 102 CHF | 98,67% | 98,67% |
13/11/2024 | 9,38% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 444 703 | 384 543 | 44 725 CHF | 43 220 CHF | 98,79% | 98,79% |
12/11/2024 | 8,66% | 0,12 CHF | 0,13 CHF | 238 000 | 238 000 | 234 483 | 234 453 | 25 913 CHF | 28 254 CHF | 98,90% | 98,90% |
11/11/2024 | 7,67% | 0,12 CHF | 0,13 CHF | 213 000 | 213 000 | 205 718 | 205 718 | 25 811 CHF | 27 868 CHF | 99,28% | 99,28% |
08/11/2024 | 7,02% | 0,15 CHF | 0,16 CHF | 188 000 | 188 000 | 191 374 | 191 374 | 26 332 CHF | 28 246 CHF | 99,42% | 99,42% |
07/11/2024 | 5,91% | 0,15 CHF | 0,16 CHF | 163 000 | 163 000 | 156 466 | 156 466 | 25 701 CHF | 27 266 CHF | 99,30% | 99,30% |