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 | 12,31% | 0,08 CHF | 0,09 CHF | 900 000 | 450 000 | 980 913 | 491 309 | 74 788 CHF | 42 376 CHF | 99,48% | 99,48% |
19/11/2024 | 10,80% | 0,09 CHF | 0,10 CHF | 875 000 | 450 000 | 829 100 | 426 611 | 72 630 CHF | 41 642 CHF | 97,22% | 97,22% |
18/11/2024 | 10,58% | 0,09 CHF | 0,10 CHF | 875 000 | 450 000 | 811 700 | 409 626 | 72 638 CHF | 40 751 CHF | 99,33% | 99,33% |
15/11/2024 | 10,53% | 0,09 CHF | 0,10 CHF | 775 000 | 400 000 | 809 598 | 411 646 | 72 854 CHF | 41 160 CHF | 99,44% | 99,44% |
14/11/2024 | 11,11% | 0,09 CHF | 0,10 CHF | 900 000 | 450 000 | 889 275 | 450 386 | 75 633 CHF | 42 809 CHF | 99,20% | 99,20% |
13/11/2024 | 10,92% | 0,08 CHF | 0,09 CHF | 975 000 | 500 000 | 765 228 | 389 937 | 65 869 CHF | 37 451 CHF | 97,87% | 97,87% |
12/11/2024 | 10,53% | 0,09 CHF | 0,10 CHF | 400 000 | 200 000 | 400 202 | 205 849 | 36 018 CHF | 20 584 CHF | 98,88% | 98,88% |
11/11/2024 | 9,77% | 0,10 CHF | 0,11 CHF | 388 000 | 388 000 | 373 029 | 328 664 | 36 345 CHF | 35 576 CHF | 99,21% | 99,21% |
08/11/2024 | 9,52% | 0,10 CHF | 0,11 CHF | 338 000 | 338 000 | 352 334 | 352 323 | 35 262 CHF | 38 784 CHF | 99,32% | 99,32% |
07/11/2024 | 8,30% | 0,11 CHF | 0,12 CHF | 313 000 | 313 000 | 306 993 | 306 992 | 35 496 CHF | 38 566 CHF | 99,07% | 99,07% |