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 | 12,08% | 0,09 CHF | 0,10 CHF | 500 000 | 500 000 | 648 768 | 352 306 | 50 456 CHF | 31 189 CHF | 99,09% | 99,09% |
19/11/2024 | 11,90% | 0,08 CHF | 0,09 CHF | 600 000 | 300 000 | 636 130 | 328 123 | 50 302 CHF | 29 219 CHF | 99,24% | 99,24% |
18/11/2024 | 10,36% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 553 591 | 352 329 | 50 661 CHF | 36 184 CHF | 99,19% | 99,19% |
15/11/2024 | 9,49% | 0,09 CHF | 0,10 CHF | 500 000 | 500 000 | 500 964 | 492 621 | 50 382 CHF | 54 391 CHF | 99,35% | 99,35% |
14/11/2024 | 10,53% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 573 388 | 309 611 | 51 592 CHF | 30 987 CHF | 99,17% | 99,17% |
13/11/2024 | 10,21% | 0,09 CHF | 0,10 CHF | 500 000 | 500 000 | 485 392 | 346 602 | 45 256 CHF | 36 291 CHF | 99,01% | 99,01% |
12/11/2024 | 10,17% | 0,09 CHF | 0,10 CHF | 288 000 | 150 000 | 271 720 | 186 108 | 25 345 CHF | 19 450 CHF | 90,65% | 90,65% |