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 | 9,57% | 0,10 CHF | 0,11 CHF | 475 000 | 475 000 | 506 182 | 460 443 | 50 393 CHF | 50 844 CHF | 99,37% | 99,37% |
19/11/2024 | 8,68% | 0,10 CHF | 0,11 CHF | 475 000 | 475 000 | 464 529 | 464 532 | 51 232 CHF | 55 877 CHF | 99,24% | 99,24% |
18/11/2024 | 9,26% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 497 155 | 461 749 | 51 210 CHF | 52 607 CHF | 99,27% | 99,27% |
15/11/2024 | 11,26% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 604 610 | 307 912 | 50 713 CHF | 28 903 CHF | 99,38% | 99,38% |
14/11/2024 | 10,72% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 574 932 | 349 339 | 50 761 CHF | 34 901 CHF | 99,37% | 99,37% |
13/11/2024 | 10,70% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 571 675 | 360 419 | 50 553 CHF | 36 224 CHF | 99,36% | 99,36% |
12/11/2024 | 11,76% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 630 251 | 326 212 | 50 503 CHF | 29 387 CHF | 99,10% | 99,10% |
11/11/2024 | 14,33% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 773 514 | 399 204 | 50 121 CHF | 29 862 CHF | 99,28% | 99,28% |
08/11/2024 | 12,15% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 654 895 | 344 558 | 50 607 CHF | 30 151 CHF | 99,38% | 99,38% |
07/11/2024 | 8,80% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 470 162 | 461 121 | 51 103 CHF | 54 873 CHF | 99,22% | 99,22% |