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 | 16,67% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 925 761 | 475 254 | 50 904 CHF | 30 885 CHF | 99,38% | 99,38% |
19/11/2024 | 16,54% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 910 840 | 467 313 | 50 507 CHF | 30 583 CHF | 99,28% | 99,28% |
18/11/2024 | 14,29% | 0,06 CHF | 0,07 CHF | 775 000 | 400 000 | 770 664 | 397 440 | 50 084 CHF | 29 807 CHF | 99,29% | 99,29% |
15/11/2024 | 12,99% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 700 354 | 362 677 | 50 416 CHF | 29 737 CHF | 99,38% | 99,38% |
14/11/2024 | 14,17% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 775 440 | 397 134 | 50 829 CHF | 30 020 CHF | 99,34% | 99,34% |
13/11/2024 | 13,49% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 726 796 | 375 740 | 50 232 CHF | 29 745 CHF | 99,38% | 99,38% |
12/11/2024 | 11,57% | 0,07 CHF | 0,08 CHF | 675 000 | 350 000 | 613 620 | 321 300 | 49 994 CHF | 29 398 CHF | 99,07% | 99,07% |
11/11/2024 | 9,60% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 503 834 | 483 699 | 49 976 CHF | 52 951 CHF | 99,28% | 99,28% |
08/11/2024 | 9,45% | 0,09 CHF | 0,10 CHF | 500 000 | 500 000 | 493 805 | 490 902 | 49 875 CHF | 54 504 CHF | 99,39% | 99,39% |
07/11/2024 | 8,30% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 446 252 | 446 252 | 51 541 CHF | 56 004 CHF | 99,27% | 99,27% |