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 | 7,50% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 402 146 | 402 146 | 51 672 CHF | 55 693 CHF | 99,38% | 99,38% |
19/11/2024 | 8,02% | 0,12 CHF | 0,13 CHF | 400 000 | 400 000 | 427 349 | 426 926 | 51 162 CHF | 55 389 CHF | 99,30% | 99,30% |
18/11/2024 | 10,38% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 564 047 | 335 674 | 51 517 CHF | 34 252 CHF | 99,28% | 99,28% |
15/11/2024 | 9,80% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 521 806 | 432 455 | 50 621 CHF | 46 845 CHF | 99,38% | 99,38% |
14/11/2024 | 9,64% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 510 946 | 464 855 | 50 423 CHF | 50 873 CHF | 99,35% | 99,35% |
13/11/2024 | 10,11% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 541 731 | 387 574 | 50 868 CHF | 41 123 CHF | 99,38% | 99,38% |
12/11/2024 | 12,46% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 671 588 | 347 489 | 50 500 CHF | 29 606 CHF | 99,07% | 99,07% |
11/11/2024 | 13,52% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 733 726 | 379 363 | 50 603 CHF | 29 960 CHF | 99,29% | 99,29% |
08/11/2024 | 12,95% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 696 587 | 361 710 | 50 346 CHF | 29 759 CHF | 99,39% | 99,39% |
07/11/2024 | 13,71% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 741 626 | 382 915 | 50 382 CHF | 29 841 CHF | 99,27% | 99,27% |