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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 13,42% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 731 227 | 378 114 | 50 846 CHF | 30 074 CHF | 99,36% | 99,36% |
20/11/2024 | 12,07% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 642 545 | 334 655 | 50 005 CHF | 29 389 CHF | 99,39% | 99,39% |
19/11/2024 | 11,66% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 616 121 | 320 021 | 49 762 CHF | 29 039 CHF | 97,47% | 97,47% |
18/11/2024 | 11,31% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 607 948 | 307 785 | 50 722 CHF | 28 745 CHF | 99,28% | 99,28% |
15/11/2024 | 12,04% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 642 445 | 333 263 | 50 130 CHF | 29 332 CHF | 99,38% | 99,38% |
14/11/2024 | 10,41% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 563 635 | 326 581 | 51 323 CHF | 33 247 CHF | 99,39% | 99,39% |
13/11/2024 | 10,39% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 559 955 | 349 205 | 51 102 CHF | 35 809 CHF | 99,37% | 99,37% |
12/11/2024 | 11,66% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 615 953 | 320 459 | 49 744 CHF | 29 078 CHF | 99,07% | 99,07% |
11/11/2024 | 11,44% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 612 101 | 312 097 | 50 454 CHF | 28 833 CHF | 99,25% | 99,25% |
08/11/2024 | 11,52% | 0,08 CHF | 0,09 CHF | 600 000 | 300 000 | 612 066 | 314 172 | 50 105 CHF | 28 846 CHF | 99,39% | 99,39% |