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 | 19,28% | 0,06 CHF | 0,07 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 35 875 CHF | 14 458 CHF | 99,17% | 99,17% |
19/11/2024 | 17,66% | 0,05 CHF | 0,06 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 39 025 CHF | 15 508 CHF | 99,17% | 99,17% |
18/11/2024 | 15,67% | 0,06 CHF | 0,07 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 44 305 CHF | 17 268 CHF | 99,23% | 99,23% |
15/11/2024 | 9,56% | 0,08 CHF | 0,09 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 60 364 CHF | 22 121 CHF | 99,17% | 99,17% |
14/11/2024 | 6,32% | 0,15 CHF | 0,16 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 69 319 CHF | 24 606 CHF | 99,16% | 99,16% |
13/11/2024 | 5,77% | 0,17 CHF | 0,18 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 75 751 CHF | 26 750 CHF | 99,16% | 99,16% |
12/11/2024 | 4,39% | 0,19 CHF | 0,20 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 100 448 CHF | 34 983 CHF | 99,17% | 99,17% |
11/11/2024 | 3,86% | 0,24 CHF | 0,25 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 114 616 CHF | 39 705 CHF | 99,17% | 99,17% |
08/11/2024 | 4,24% | 0,23 CHF | 0,24 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 103 988 CHF | 36 163 CHF | 99,17% | 99,17% |
07/11/2024 | 4,25% | 0,23 CHF | 0,24 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 103 943 CHF | 36 148 CHF | 98,27% | 98,27% |