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 | 17,11% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 935 778 | 474 150 | 50 081 CHF | 30 118 CHF | 99,39% | 99,39% |
19/11/2024 | 12,30% | 0,07 CHF | 0,08 CHF | 675 000 | 350 000 | 660 099 | 341 220 | 50 363 CHF | 29 451 CHF | 99,28% | 99,28% |
18/11/2024 | 13,92% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 755 360 | 390 049 | 50 492 CHF | 29 975 CHF | 99,25% | 99,25% |
15/11/2024 | 13,25% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 719 531 | 373 042 | 50 736 CHF | 30 036 CHF | 99,39% | 99,39% |
14/11/2024 | 13,73% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 740 703 | 383 516 | 50 247 CHF | 29 852 CHF | 99,36% | 99,36% |
13/11/2024 | 13,14% | 0,07 CHF | 0,08 CHF | 625 000 | 325 000 | 704 399 | 363 780 | 50 071 CHF | 29 520 CHF | 99,36% | 99,36% |
12/11/2024 | 14,18% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 763 964 | 392 849 | 50 037 CHF | 29 676 CHF | 99,09% | 99,09% |
11/11/2024 | 15,31% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 837 688 | 421 487 | 50 485 CHF | 29 619 CHF | 99,29% | 99,29% |