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 | 8,20% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 439 694 | 439 694 | 51 383 CHF | 55 780 CHF | 99,38% | 99,38% |
19/11/2024 | 8,21% | 0,12 CHF | 0,13 CHF | 475 000 | 475 000 | 440 585 | 440 585 | 51 485 CHF | 55 891 CHF | 99,28% | 99,28% |
18/11/2024 | 10,15% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 544 444 | 383 017 | 50 902 CHF | 40 275 CHF | 99,29% | 99,29% |
15/11/2024 | 10,87% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 581 770 | 344 960 | 50 614 CHF | 34 034 CHF | 99,38% | 99,38% |
14/11/2024 | 9,55% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 511 304 | 433 800 | 50 948 CHF | 48 240 CHF | 99,35% | 99,35% |
13/11/2024 | 9,87% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 529 435 | 390 807 | 50 984 CHF | 42 592 CHF | 99,36% | 99,36% |
12/11/2024 | 12,43% | 0,09 CHF | 0,10 CHF | 625 000 | 325 000 | 650 063 | 337 950 | 49 131 CHF | 28 921 CHF | 99,07% | 99,07% |