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 | 10,29% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 553 678 | 348 695 | 51 004 CHF | 36 008 CHF | 99,38% | 99,38% |
19/11/2024 | 9,93% | 0,09 CHF | 0,10 CHF | 500 000 | 500 000 | 531 463 | 407 352 | 50 833 CHF | 43 624 CHF | 99,27% | 99,27% |
18/11/2024 | 8,75% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 469 065 | 469 065 | 51 320 CHF | 56 011 CHF | 99,26% | 99,26% |
15/11/2024 | 7,50% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 403 175 | 403 174 | 51 797 CHF | 55 829 CHF | 99,38% | 99,38% |
14/11/2024 | 6,39% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 343 078 | 343 078 | 51 977 CHF | 55 408 CHF | 99,35% | 99,35% |
13/11/2024 | 5,66% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 51 489 CHF | 54 489 CHF | 99,36% | 99,36% |
12/11/2024 | 5,49% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 294 333 | 294 333 | 52 173 CHF | 55 116 CHF | 99,09% | 99,09% |
11/11/2024 | 5,16% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 278 379 | 278 379 | 52 569 CHF | 55 353 CHF | 99,26% | 99,26% |
08/11/2024 | 5,32% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 291 656 | 291 656 | 53 312 CHF | 56 228 CHF | 99,39% | 99,39% |
07/11/2024 | 5,14% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 276 022 | 276 022 | 52 295 CHF | 55 056 CHF | 99,23% | 99,23% |