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 | 14,68% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 798 632 | 404 996 | 50 421 CHF | 29 641 CHF | 99,49% | 99,49% |
19/11/2024 | 12,47% | 0,07 CHF | 0,08 CHF | 675 000 | 350 000 | 658 337 | 344 084 | 49 531 CHF | 29 331 CHF | 97,25% | 97,25% |
18/11/2024 | 13,58% | 0,07 CHF | 0,08 CHF | 675 000 | 350 000 | 725 485 | 377 046 | 49 744 CHF | 29 642 CHF | 99,28% | 99,28% |
15/11/2024 | 13,20% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 718 637 | 371 618 | 50 862 CHF | 30 018 CHF | 93,61% | 93,61% |
14/11/2024 | 13,20% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 716 949 | 369 686 | 50 728 CHF | 29 871 CHF | 99,38% | 99,38% |
13/11/2024 | 7,01% | 0,09 CHF | 0,10 CHF | 625 000 | 325 000 | 344 570 | 317 635 | 46 385 CHF | 47 153 CHF | 99,35% | 99,35% |
12/11/2024 | 2,76% | 0,35 CHF | 0,36 CHF | 75 000 | 75 000 | 75 583 | 75 583 | 26 975 CHF | 27 731 CHF | 98,44% | 98,44% |
11/11/2024 | 2,56% | 0,38 CHF | 0,39 CHF | 75 000 | 75 000 | 72 614 | 72 614 | 28 030 CHF | 28 756 CHF | 99,39% | 99,39% |
08/11/2024 | 2,25% | 0,43 CHF | 0,44 CHF | 63 000 | 63 000 | 63 000 | 63 000 | 27 754 CHF | 28 384 CHF | 99,26% | 99,26% |
07/11/2024 | 2,04% | 0,46 CHF | 0,47 CHF | 63 000 | 63 000 | 60 244 | 60 244 | 29 249 CHF | 29 851 CHF | 99,36% | 99,36% |