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 | 11,64% | 0,07 CHF | 0,08 CHF | 600 000 | 200 000 | 504 444 | 168 148 | 40 730 CHF | 15 258 CHF | 99,38% | 99,38% |
19/11/2024 | 13,28% | 0,07 CHF | 0,08 CHF | 600 000 | 200 000 | 594 795 | 198 265 | 42 029 CHF | 15 992 CHF | 99,37% | 99,37% |
18/11/2024 | 11,60% | 0,08 CHF | 0,09 CHF | 450 000 | 150 000 | 532 878 | 177 626 | 43 195 CHF | 16 175 CHF | 99,38% | 99,38% |
15/11/2024 | 10,22% | 0,09 CHF | 0,10 CHF | 450 000 | 150 000 | 451 489 | 150 496 | 42 099 CHF | 15 538 CHF | 99,36% | 99,36% |
14/11/2024 | 9,46% | 0,09 CHF | 0,10 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 45 445 CHF | 16 648 CHF | 99,37% | 99,37% |
13/11/2024 | 9,94% | 0,09 CHF | 0,10 CHF | 450 000 | 150 000 | 450 065 | 150 022 | 43 267 CHF | 15 922 CHF | 99,37% | 99,37% |
12/11/2024 | 8,19% | 0,11 CHF | 0,12 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 52 788 CHF | 19 096 CHF | 99,15% | 99,15% |
11/11/2024 | 7,11% | 0,14 CHF | 0,15 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 61 150 CHF | 21 883 CHF | 99,37% | 99,37% |
08/11/2024 | 8,86% | 0,11 CHF | 0,12 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 48 580 CHF | 17 693 CHF | 99,38% | 99,38% |
07/11/2024 | 8,58% | 0,11 CHF | 0,12 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 50 283 CHF | 18 261 CHF | 98,58% | 98,58% |