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 | 9,48% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 500 178 | 494 580 | 50 280 CHF | 54 674 CHF | 99,49% | 99,49% |
19/11/2024 | 12,40% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 659 295 | 344 028 | 49 899 CHF | 29 473 CHF | 98,64% | 98,64% |
18/11/2024 | 13,74% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 741 391 | 384 101 | 50 267 CHF | 29 893 CHF | 99,30% | 99,30% |
15/11/2024 | 11,19% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 600 517 | 303 219 | 50 640 CHF | 28 599 CHF | 97,95% | 97,95% |
14/11/2024 | 9,36% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 504 269 | 441 734 | 51 511 CHF | 50 915 CHF | 99,15% | 99,15% |
13/11/2024 | 9,23% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 431 622 | 431 622 | 44 711 CHF | 49 027 CHF | 99,22% | 99,22% |
12/11/2024 | 8,67% | 0,10 CHF | 0,11 CHF | 250 000 | 250 000 | 232 679 | 232 678 | 25 680 CHF | 28 007 CHF | 99,17% | 99,17% |
11/11/2024 | 7,88% | 0,13 CHF | 0,14 CHF | 200 000 | 200 000 | 208 569 | 208 569 | 25 430 CHF | 27 516 CHF | 99,32% | 99,32% |
08/11/2024 | 7,74% | 0,14 CHF | 0,15 CHF | 188 000 | 188 000 | 207 996 | 207 996 | 25 860 CHF | 27 940 CHF | 99,50% | 99,50% |
07/11/2024 | 7,58% | 0,11 CHF | 0,12 CHF | 213 000 | 213 000 | 202 745 | 202 745 | 25 750 CHF | 27 777 CHF | 99,38% | 99,38% |