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 | 10,07% | 0,09 CHF | 0,10 CHF | 125 000 | 10 000 | 125 000 | 10 000 | 11 825 CHF | 1 046 CHF | 99,83% | 99,83% |
19/11/2024 | 10,54% | 0,10 CHF | 0,11 CHF | 125 000 | 10 000 | 125 000 | 10 000 | 11 265 CHF | 1 001 CHF | 99,91% | 99,91% |
18/11/2024 | 9,65% | 0,10 CHF | 0,11 CHF | 125 000 | 10 000 | 125 000 | 10 000 | 12 354 CHF | 1 088 CHF | 100,00% | 100,00% |
15/11/2024 | 7,96% | 0,11 CHF | 0,12 CHF | 125 000 | 10 000 | 125 000 | 10 000 | 15 125 CHF | 1 310 CHF | 100,00% | 100,00% |
14/11/2024 | 7,21% | 0,15 CHF | 0,16 CHF | 125 000 | 10 000 | 125 000 | 10 000 | 16 788 CHF | 1 443 CHF | 100,00% | 100,00% |
13/11/2024 | 7,84% | 0,13 CHF | 0,14 CHF | 125 000 | 10 000 | 125 000 | 10 000 | 15 348 CHF | 1 328 CHF | 99,97% | 99,97% |
12/11/2024 | 6,59% | 0,14 CHF | 0,15 CHF | 125 000 | 10 000 | 125 000 | 10 000 | 18 384 CHF | 1 571 CHF | 100,00% | 100,00% |
11/11/2024 | 5,70% | 0,17 CHF | 0,18 CHF | 125 000 | 10 000 | 125 000 | 10 000 | 21 335 CHF | 1 807 CHF | 99,80% | 99,80% |
08/11/2024 | 5,83% | 0,16 CHF | 0,17 CHF | 125 000 | 10 000 | 125 000 | 10 000 | 20 857 CHF | 1 769 CHF | 100,00% | 100,00% |
07/11/2024 | 5,41% | 0,16 CHF | 0,17 CHF | 125 000 | 10 000 | 125 000 | 10 000 | 22 555 CHF | 1 904 CHF | 99,70% | 99,70% |