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 | 11,64% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 624 084 | 322 869 | 50 499 CHF | 29 351 CHF | 99,38% | 99,38% |
19/11/2024 | 11,75% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 630 550 | 326 728 | 50 516 CHF | 29 434 CHF | 99,28% | 99,28% |
18/11/2024 | 13,54% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 732 425 | 379 306 | 50 445 CHF | 29 919 CHF | 99,25% | 99,25% |
15/11/2024 | 14,75% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 806 321 | 408 780 | 50 617 CHF | 29 769 CHF | 99,39% | 99,39% |
14/11/2024 | 12,44% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 665 445 | 346 328 | 50 167 CHF | 29 570 CHF | 99,36% | 99,36% |
13/11/2024 | 12,63% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 678 788 | 352 949 | 50 349 CHF | 29 713 CHF | 99,39% | 99,39% |
12/11/2024 | 14,19% | 0,08 CHF | 0,09 CHF | 725 000 | 375 000 | 769 577 | 398 130 | 50 407 CHF | 30 060 CHF | 99,08% | 99,08% |
11/11/2024 | 15,95% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 883 992 | 449 061 | 51 011 CHF | 30 395 CHF | 99,24% | 99,24% |
08/11/2024 | 15,38% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 847 323 | 425 240 | 50 859 CHF | 29 777 CHF | 99,39% | 99,39% |
07/11/2024 | 13,79% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 743 454 | 384 971 | 50 209 CHF | 29 849 CHF | 99,27% | 99,27% |