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 | 13,47% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 727 451 | 377 309 | 50 386 CHF | 29 909 CHF | 99,38% | 99,38% |
19/11/2024 | 13,53% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 722 155 | 376 356 | 49 736 CHF | 29 696 CHF | 99,10% | 99,10% |
18/11/2024 | 12,16% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 650 866 | 338 420 | 50 286 CHF | 29 531 CHF | 99,28% | 99,28% |
15/11/2024 | 12,63% | 0,08 CHF | 0,09 CHF | 725 000 | 375 000 | 678 837 | 352 864 | 50 334 CHF | 29 694 CHF | 99,37% | 99,37% |
14/11/2024 | 12,64% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 679 893 | 353 339 | 50 373 CHF | 29 713 CHF | 99,35% | 99,35% |
13/11/2024 | 13,20% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 711 674 | 369 199 | 50 379 CHF | 29 828 CHF | 99,38% | 99,38% |
12/11/2024 | 13,06% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 703 967 | 365 266 | 50 402 CHF | 29 804 CHF | 99,06% | 99,06% |
11/11/2024 | 11,63% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 623 392 | 319 750 | 50 504 CHF | 29 086 CHF | 99,20% | 99,20% |
08/11/2024 | 14,07% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 762 805 | 393 774 | 50 397 CHF | 29 955 CHF | 99,39% | 99,39% |
07/11/2024 | 13,91% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 756 215 | 390 057 | 50 567 CHF | 30 002 CHF | 99,18% | 99,18% |