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 | 16,02% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 876 855 | 442 858 | 50 430 CHF | 29 888 CHF | 99,39% | 99,39% |
19/11/2024 | 13,12% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 708 549 | 367 418 | 50 452 CHF | 29 847 CHF | 99,24% | 99,24% |
18/11/2024 | 14,53% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 788 481 | 404 603 | 50 318 CHF | 29 881 CHF | 99,28% | 99,28% |
15/11/2024 | 14,34% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 778 991 | 399 185 | 50 407 CHF | 29 837 CHF | 99,38% | 99,38% |
14/11/2024 | 11,86% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 635 720 | 328 678 | 50 431 CHF | 29 356 CHF | 99,35% | 99,35% |
13/11/2024 | 13,98% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 759 716 | 390 251 | 50 556 CHF | 29 886 CHF | 99,39% | 99,39% |
12/11/2024 | 13,23% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 716 165 | 371 642 | 50 590 CHF | 29 969 CHF | 99,05% | 99,05% |
11/11/2024 | 13,45% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 723 932 | 375 248 | 50 203 CHF | 29 775 CHF | 99,22% | 99,22% |
08/11/2024 | 10,64% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 577 899 | 312 244 | 51 433 CHF | 31 033 CHF | 99,39% | 99,39% |
07/11/2024 | 8,53% | 0,10 CHF | 0,11 CHF | 475 000 | 475 000 | 453 349 | 453 348 | 50 937 CHF | 55 471 CHF | 99,27% | 99,27% |