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 | 12,13% | 0,07 CHF | 0,08 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 59 180 CHF | 8 891 CHF | 99,17% | 99,17% |
19/11/2024 | 10,28% | 0,09 CHF | 0,10 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 69 696 CHF | 10 293 CHF | 99,16% | 99,16% |
18/11/2024 | 11,78% | 0,09 CHF | 0,10 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 60 271 CHF | 9 036 CHF | 99,23% | 99,23% |
15/11/2024 | 13,56% | 0,08 CHF | 0,09 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 51 970 CHF | 7 929 CHF | 99,17% | 99,17% |
14/11/2024 | 12,50% | 0,08 CHF | 0,09 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 56 901 CHF | 8 587 CHF | 99,16% | 99,16% |
13/11/2024 | 20,55% | 0,04 CHF | 0,05 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 33 118 CHF | 5 416 CHF | 99,16% | 99,16% |
12/11/2024 | 17,19% | 0,05 CHF | 0,06 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 40 278 CHF | 6 370 CHF | 99,16% | 99,16% |
11/11/2024 | 8,26% | 0,08 CHF | 0,09 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 90 811 CHF | 13 108 CHF | 99,17% | 99,17% |
08/11/2024 | 5,75% | 0,16 CHF | 0,17 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 127 997 CHF | 18 066 CHF | 99,17% | 99,17% |
07/11/2024 | 5,41% | 0,18 CHF | 0,19 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 135 772 CHF | 19 103 CHF | 98,27% | 98,27% |