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 | 9,57% | 0,08 CHF | 0,09 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 75 278 CHF | 27 593 CHF | 99,38% | 99,38% |
19/11/2024 | 9,53% | 0,10 CHF | 0,11 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 75 511 CHF | 27 670 CHF | 99,38% | 99,38% |
18/11/2024 | 9,97% | 0,11 CHF | 0,12 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 71 802 CHF | 26 434 CHF | 99,38% | 99,38% |
15/11/2024 | 12,05% | 0,08 CHF | 0,09 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 59 000 CHF | 22 167 CHF | 99,35% | 99,35% |
14/11/2024 | 10,59% | 0,09 CHF | 0,10 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 67 099 CHF | 24 866 CHF | 99,38% | 99,38% |
13/11/2024 | 10,42% | 0,08 CHF | 0,09 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 68 674 CHF | 25 392 CHF | 99,38% | 99,38% |
12/11/2024 | 7,58% | 0,12 CHF | 0,13 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 95 355 CHF | 34 285 CHF | 99,15% | 99,15% |
11/11/2024 | 6,74% | 0,14 CHF | 0,15 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 107 779 CHF | 38 426 CHF | 99,13% | 99,13% |
08/11/2024 | 8,68% | 0,14 CHF | 0,15 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 83 833 CHF | 30 445 CHF | 99,38% | 99,38% |
07/11/2024 | 8,61% | 0,10 CHF | 0,11 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 83 430 CHF | 30 310 CHF | 98,56% | 98,56% |