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 | 19,21% | 0,04 CHF | 0,05 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 28 555 CHF | 11 518 CHF | 99,38% | 99,38% |
19/11/2024 | 17,60% | 0,06 CHF | 0,07 CHF | 600 000 | 200 000 | 599 989 | 200 000 | 31 502 CHF | 12 501 CHF | 99,37% | 99,37% |
18/11/2024 | 16,95% | 0,06 CHF | 0,07 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 32 739 CHF | 12 913 CHF | 99,22% | 99,22% |
15/11/2024 | 9,82% | 0,08 CHF | 0,09 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 58 575 CHF | 21 525 CHF | 99,38% | 99,38% |
14/11/2024 | 7,56% | 0,13 CHF | 0,14 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 76 471 CHF | 27 490 CHF | 99,37% | 99,37% |
13/11/2024 | 8,90% | 0,10 CHF | 0,11 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 64 652 CHF | 23 551 CHF | 99,37% | 99,37% |
12/11/2024 | 6,84% | 0,13 CHF | 0,14 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 85 024 CHF | 30 341 CHF | 99,38% | 99,38% |
11/11/2024 | 5,95% | 0,16 CHF | 0,17 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 97 961 CHF | 34 654 CHF | 99,37% | 99,37% |
08/11/2024 | 6,72% | 0,15 CHF | 0,16 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 86 401 CHF | 30 800 CHF | 99,38% | 99,38% |
07/11/2024 | 6,45% | 0,15 CHF | 0,16 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 90 380 CHF | 32 127 CHF | 98,87% | 98,87% |