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 | 14,61% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 790 955 | 407 898 | 50 163 CHF | 29 956 CHF | 99,38% | 99,38% |
19/11/2024 | 14,34% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 779 009 | 398 672 | 50 374 CHF | 29 793 CHF | 99,26% | 99,26% |
18/11/2024 | 12,21% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 654 057 | 339 753 | 50 310 CHF | 29 531 CHF | 99,30% | 99,30% |
15/11/2024 | 12,73% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 683 439 | 355 189 | 50 289 CHF | 29 690 CHF | 99,39% | 99,39% |
14/11/2024 | 12,66% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 679 898 | 353 341 | 50 290 CHF | 29 671 CHF | 99,35% | 99,35% |
13/11/2024 | 13,01% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 701 114 | 363 916 | 50 370 CHF | 29 789 CHF | 99,38% | 99,38% |
12/11/2024 | 12,87% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 691 394 | 358 626 | 50 250 CHF | 29 653 CHF | 99,08% | 99,08% |
11/11/2024 | 10,94% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 592 326 | 307 034 | 51 206 CHF | 29 653 CHF | 99,23% | 99,23% |
08/11/2024 | 14,43% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 785 580 | 401 367 | 50 496 CHF | 29 832 CHF | 99,38% | 99,38% |
07/11/2024 | 14,23% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 770 910 | 386 082 | 50 444 CHF | 29 369 CHF | 99,26% | 99,26% |