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 | 15,46% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 858 280 | 435 098 | 51 259 CHF | 30 337 CHF | 99,38% | 99,38% |
19/11/2024 | 17,52% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 958 467 | 485 487 | 49 902 CHF | 30 149 CHF | 99,29% | 99,29% |
18/11/2024 | 14,59% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 795 064 | 404 756 | 50 510 CHF | 29 782 CHF | 99,29% | 99,29% |
15/11/2024 | 13,12% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 713 255 | 368 746 | 50 816 CHF | 29 961 CHF | 99,38% | 99,38% |
14/11/2024 | 15,43% | 0,07 CHF | 0,08 CHF | 850 000 | 425 000 | 850 274 | 429 538 | 50 881 CHF | 30 001 CHF | 99,36% | 99,36% |
13/11/2024 | 12,04% | 0,08 CHF | 0,09 CHF | 725 000 | 375 000 | 653 577 | 337 165 | 51 004 CHF | 29 673 CHF | 99,39% | 99,39% |
12/11/2024 | 12,53% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 666 543 | 346 494 | 49 914 CHF | 29 416 CHF | 99,05% | 99,05% |
11/11/2024 | 11,38% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 597 208 | 320 443 | 49 625 CHF | 30 002 CHF | 99,28% | 99,28% |