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 | 7,63% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 409 859 | 409 859 | 51 711 CHF | 55 810 CHF | 99,37% | 99,37% |
19/11/2024 | 8,79% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 476 154 | 469 064 | 51 871 CHF | 55 752 CHF | 99,27% | 99,27% |
18/11/2024 | 11,70% | 0,09 CHF | 0,10 CHF | 625 000 | 325 000 | 622 623 | 323 603 | 50 097 CHF | 29 271 CHF | 99,18% | 99,18% |
15/11/2024 | 12,23% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 658 708 | 341 854 | 50 574 CHF | 29 666 CHF | 99,39% | 99,39% |
14/11/2024 | 13,18% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 711 588 | 369 353 | 50 436 CHF | 29 874 CHF | 99,34% | 99,34% |
13/11/2024 | 12,60% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 676 721 | 351 873 | 50 313 CHF | 29 682 CHF | 99,38% | 99,38% |
12/11/2024 | 11,95% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 634 581 | 330 720 | 49 897 CHF | 29 314 CHF | 99,03% | 99,03% |
11/11/2024 | 11,23% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 601 981 | 304 377 | 50 585 CHF | 28 614 CHF | 99,27% | 99,27% |
08/11/2024 | 10,57% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 574 682 | 305 725 | 51 508 CHF | 30 465 CHF | 99,37% | 99,37% |
07/11/2024 | 9,56% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 502 323 | 486 900 | 50 025 CHF | 53 485 CHF | 99,26% | 99,26% |