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 | 13,17% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 713 167 | 368 922 | 50 596 CHF | 29 864 CHF | 99,81% | 99,81% |
19/11/2024 | 11,20% | 0,08 CHF | 0,09 CHF | 600 000 | 300 000 | 603 159 | 303 159 | 50 834 CHF | 28 577 CHF | 99,71% | 99,71% |
18/11/2024 | 11,76% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 621 739 | 324 348 | 49 748 CHF | 29 196 CHF | 99,69% | 99,69% |
15/11/2024 | 12,14% | 0,09 CHF | 0,10 CHF | 625 000 | 325 000 | 650 233 | 337 616 | 50 327 CHF | 29 508 CHF | 99,80% | 99,80% |
14/11/2024 | 12,13% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 651 093 | 338 046 | 50 396 CHF | 29 547 CHF | 99,80% | 99,80% |
13/11/2024 | 12,50% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 674 365 | 349 683 | 50 577 CHF | 29 723 CHF | 99,80% | 99,80% |
12/11/2024 | 11,68% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 618 007 | 321 084 | 49 824 CHF | 29 091 CHF | 99,49% | 99,49% |
11/11/2024 | 12,05% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 640 767 | 333 902 | 49 973 CHF | 29 378 CHF | 99,70% | 99,70% |
08/11/2024 | 12,27% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 658 084 | 341 542 | 50 354 CHF | 29 550 CHF | 99,81% | 99,81% |
07/11/2024 | 12,52% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 674 141 | 350 204 | 50 487 CHF | 29 729 CHF | 95,69% | 95,69% |