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 | 5,29% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 288 662 | 288 662 | 53 131 CHF | 56 017 CHF | 99,39% | 99,39% |
19/11/2024 | 7,36% | 0,17 CHF | 0,18 CHF | 325 000 | 325 000 | 406 451 | 398 732 | 53 385 CHF | 56 259 CHF | 99,29% | 99,29% |
18/11/2024 | 12,63% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 684 367 | 354 315 | 50 778 CHF | 29 830 CHF | 99,26% | 99,26% |
15/11/2024 | 14,48% | 0,07 CHF | 0,08 CHF | 850 000 | 425 000 | 795 260 | 406 130 | 50 944 CHF | 30 092 CHF | 99,39% | 99,39% |
14/11/2024 | 16,21% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 894 654 | 456 901 | 50 740 CHF | 30 474 CHF | 99,35% | 99,35% |
13/11/2024 | 14,50% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 786 107 | 402 400 | 50 289 CHF | 29 786 CHF | 99,36% | 99,36% |
12/11/2024 | 13,01% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 697 961 | 362 415 | 50 177 CHF | 29 679 CHF | 99,08% | 99,08% |
11/11/2024 | 11,32% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 602 691 | 312 635 | 50 252 CHF | 29 194 CHF | 99,29% | 99,29% |
08/11/2024 | 9,73% | 0,09 CHF | 0,10 CHF | 500 000 | 500 000 | 509 782 | 471 297 | 49 889 CHF | 51 041 CHF | 99,39% | 99,39% |
07/11/2024 | 7,96% | 0,12 CHF | 0,13 CHF | 475 000 | 475 000 | 430 661 | 423 303 | 51 925 CHF | 55 368 CHF | 99,30% | 99,30% |