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 | 8,79% | 0,11 CHF | 0,12 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 65 338 CHF | 23 779 CHF | 99,37% | 99,37% |
19/11/2024 | 10,83% | 0,09 CHF | 0,10 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 52 477 CHF | 19 492 CHF | 99,37% | 99,37% |
18/11/2024 | 9,92% | 0,10 CHF | 0,11 CHF | 600 000 | 200 000 | 575 152 | 200 000 | 55 180 CHF | 21 172 CHF | 99,11% | 99,23% |
15/11/2024 | 10,39% | 0,09 CHF | 0,10 CHF | 200 000 | 200 000 | 236 728 | 200 000 | 21 174 CHF | 20 303 CHF | 99,27% | 99,37% |
14/11/2024 | 9,05% | 0,11 CHF | 0,12 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 63 375 CHF | 23 125 CHF | 99,38% | 99,38% |
13/11/2024 | 8,53% | 0,11 CHF | 0,12 CHF | 600 000 | 200 000 | 600 000 | 199 994 | 67 387 CHF | 24 462 CHF | 99,37% | 99,37% |
12/11/2024 | 7,30% | 0,12 CHF | 0,13 CHF | 600 000 | 200 000 | 457 804 | 152 596 | 60 404 CHF | 21 660 CHF | 99,37% | 99,37% |
11/11/2024 | 6,12% | 0,15 CHF | 0,16 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 71 299 CHF | 25 266 CHF | 99,37% | 99,37% |
08/11/2024 | 5,72% | 0,16 CHF | 0,17 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 76 499 CHF | 27 000 CHF | 99,25% | 99,25% |
07/11/2024 | 5,48% | 0,17 CHF | 0,18 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 79 872 CHF | 28 124 CHF | 99,29% | 99,29% |