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 | 4,63% | 0,20 CHF | 0,21 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 10 570 CHF | 11 070 CHF | 99,42% | 99,42% |
19/11/2024 | 4,74% | 0,19 CHF | 0,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 10 335 CHF | 10 835 CHF | 100,00% | 100,00% |
18/11/2024 | 6,90% | 0,18 CHF | 0,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 7 080 CHF | 7 580 CHF | 99,88% | 99,88% |
15/11/2024 | 9,63% | 0,11 CHF | 0,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 4 959 CHF | 5 459 CHF | 100,00% | 100,00% |
14/11/2024 | 12,65% | 0,10 CHF | 0,11 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 3 920 CHF | 4 420 CHF | 98,64% | 98,64% |
13/11/2024 | 9,56% | 0,10 CHF | 0,11 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 4 998 CHF | 5 498 CHF | 100,00% | 100,00% |
12/11/2024 | 8,65% | 0,09 CHF | 0,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 5 570 CHF | 6 070 CHF | 99,87% | 99,87% |
11/11/2024 | 6,07% | 0,15 CHF | 0,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 8 002 CHF | 8 502 CHF | 100,00% | 100,00% |
08/11/2024 | 14,48% | 0,06 CHF | 0,07 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 3 265 CHF | 3 765 CHF | 98,31% | 98,31% |
07/11/2024 | 10,43% | 0,09 CHF | 0,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 4 576 CHF | 5 076 CHF | 100,00% | 100,00% |