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 | 25,48% | 0,03 CHF | 0,04 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 26 333 CHF | 11 278 CHF | 99,38% | 99,38% |
19/11/2024 | 25,17% | 0,03 CHF | 0,04 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 26 636 CHF | 11 379 CHF | 99,37% | 99,37% |
18/11/2024 | 22,05% | 0,04 CHF | 0,05 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 30 322 CHF | 12 607 CHF | 99,37% | 99,37% |
15/11/2024 | 16,44% | 0,05 CHF | 0,06 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 42 179 CHF | 16 560 CHF | 99,35% | 99,35% |
14/11/2024 | 15,55% | 0,07 CHF | 0,08 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 45 047 CHF | 17 516 CHF | 99,38% | 99,38% |
13/11/2024 | 15,44% | 0,06 CHF | 0,07 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 45 163 CHF | 17 554 CHF | 99,37% | 99,37% |
12/11/2024 | 10,80% | 0,07 CHF | 0,08 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 66 243 CHF | 24 581 CHF | 99,14% | 99,14% |
11/11/2024 | 8,47% | 0,11 CHF | 0,12 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 84 915 CHF | 30 805 CHF | 99,37% | 99,37% |
08/11/2024 | 10,78% | 0,08 CHF | 0,09 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 66 643 CHF | 24 714 CHF | 99,37% | 99,37% |
07/11/2024 | 8,09% | 0,13 CHF | 0,14 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 89 511 CHF | 32 337 CHF | 98,58% | 98,58% |