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 | 12,58% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 673 621 | 349 868 | 50 174 CHF | 29 558 CHF | 99,38% | 99,38% |
19/11/2024 | 12,15% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 649 215 | 339 072 | 50 157 CHF | 29 612 CHF | 99,27% | 99,27% |
18/11/2024 | 9,82% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 523 145 | 433 486 | 50 634 CHF | 46 828 CHF | 99,30% | 99,30% |
15/11/2024 | 10,30% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 552 547 | 361 235 | 50 882 CHF | 37 331 CHF | 99,38% | 99,38% |
14/11/2024 | 9,94% | 0,09 CHF | 0,10 CHF | 500 000 | 500 000 | 526 957 | 422 123 | 50 351 CHF | 45 030 CHF | 99,34% | 99,34% |
13/11/2024 | 10,46% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 565 228 | 338 261 | 51 196 CHF | 34 332 CHF | 99,36% | 99,36% |
12/11/2024 | 10,24% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 551 044 | 363 180 | 51 030 CHF | 37 991 CHF | 99,08% | 99,08% |
11/11/2024 | 8,28% | 0,12 CHF | 0,13 CHF | 475 000 | 475 000 | 447 694 | 442 500 | 51 824 CHF | 55 678 CHF | 99,25% | 99,25% |
08/11/2024 | 11,75% | 0,08 CHF | 0,09 CHF | 600 000 | 300 000 | 630 547 | 322 959 | 50 508 CHF | 29 080 CHF | 99,38% | 99,38% |
07/11/2024 | 11,51% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 623 385 | 321 048 | 51 105 CHF | 29 724 CHF | 99,23% | 99,23% |