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 | 15,37% | 0,06 CHF | 0,07 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 18 078 CHF | 3 513 CHF | 99,38% | 99,38% |
19/11/2024 | 18,45% | 0,05 CHF | 0,06 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 14 923 CHF | 2 987 CHF | 99,37% | 99,37% |
18/11/2024 | 12,70% | 0,07 CHF | 0,08 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 22 353 CHF | 4 225 CHF | 99,22% | 99,22% |
15/11/2024 | 8,75% | 0,11 CHF | 0,12 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 32 852 CHF | 5 975 CHF | 99,37% | 99,37% |
14/11/2024 | 7,61% | 0,12 CHF | 0,13 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 37 943 CHF | 6 824 CHF | 99,36% | 99,36% |
13/11/2024 | 9,66% | 0,12 CHF | 0,13 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 29 723 CHF | 5 454 CHF | 99,36% | 99,36% |
12/11/2024 | 8,42% | 0,10 CHF | 0,11 CHF | 299 999 | 50 000 | 299 999 | 50 000 | 34 191 CHF | 6 199 CHF | 99,37% | 99,37% |
11/11/2024 | 7,00% | 0,13 CHF | 0,14 CHF | 299 999 | 50 000 | 299 999 | 50 000 | 41 403 CHF | 7 401 CHF | 99,37% | 99,37% |
08/11/2024 | 7,27% | 0,14 CHF | 0,15 CHF | 299 999 | 50 000 | 299 999 | 50 000 | 39 890 CHF | 7 148 CHF | 99,38% | 99,38% |
07/11/2024 | 6,03% | 0,16 CHF | 0,17 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 48 296 CHF | 8 549 CHF | 99,28% | 99,28% |