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 | 11,44% | 0,08 CHF | 0,09 CHF | 600 000 | 300 000 | 612 109 | 312 566 | 50 486 CHF | 28 895 CHF | 99,42% | 99,42% |
19/11/2024 | 10,69% | 0,08 CHF | 0,09 CHF | 600 000 | 300 000 | 561 153 | 356 147 | 49 819 CHF | 35 832 CHF | 99,32% | 99,32% |
18/11/2024 | 13,82% | 0,08 CHF | 0,09 CHF | 725 000 | 375 000 | 746 506 | 385 826 | 50 242 CHF | 29 854 CHF | 99,30% | 99,30% |
15/11/2024 | 16,90% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 936 087 | 475 390 | 50 727 CHF | 30 521 CHF | 99,46% | 99,46% |
14/11/2024 | 17,63% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 970 721 | 484 347 | 50 276 CHF | 29 962 CHF | 99,45% | 99,45% |
13/11/2024 | 13,73% | 0,07 CHF | 0,08 CHF | 850 000 | 425 000 | 650 134 | 336 683 | 44 144 CHF | 26 235 CHF | 98,83% | 98,83% |
12/11/2024 | 14,57% | 0,07 CHF | 0,08 CHF | 425 000 | 213 000 | 393 498 | 202 138 | 25 019 CHF | 14 886 CHF | 98,93% | 98,93% |
11/11/2024 | 8,66% | 0,08 CHF | 0,09 CHF | 313 000 | 163 000 | 229 763 | 199 598 | 25 445 CHF | 24 870 CHF | 99,33% | 99,33% |
08/11/2024 | 6,91% | 0,14 CHF | 0,15 CHF | 188 000 | 188 000 | 188 196 | 188 196 | 26 298 CHF | 28 180 CHF | 99,49% | 99,49% |
07/11/2024 | 7,24% | 0,14 CHF | 0,15 CHF | 188 000 | 188 000 | 195 938 | 195 937 | 26 102 CHF | 28 062 CHF | 99,27% | 99,27% |