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 | 16,14% | 0,06 CHF | 0,07 CHF | 750 000 | 75 000 | 740 021 | 75 000 | 42 377 CHF | 5 049 CHF | 99,17% | 99,17% |
19/11/2024 | 14,01% | 0,06 CHF | 0,07 CHF | 750 000 | 75 000 | 670 344 | 75 000 | 44 488 CHF | 5 765 CHF | 99,17% | 99,17% |
18/11/2024 | 11,87% | 0,09 CHF | 0,10 CHF | 600 000 | 75 000 | 600 000 | 75 000 | 47 651 CHF | 6 706 CHF | 99,23% | 99,23% |
15/11/2024 | 10,72% | 0,09 CHF | 0,10 CHF | 450 000 | 75 000 | 580 647 | 75 000 | 51 296 CHF | 7 380 CHF | 99,17% | 99,17% |
14/11/2024 | 11,48% | 0,09 CHF | 0,10 CHF | 600 000 | 75 000 | 600 000 | 75 000 | 49 403 CHF | 6 925 CHF | 99,16% | 99,16% |
13/11/2024 | 10,68% | 0,09 CHF | 0,10 CHF | 600 000 | 75 000 | 600 000 | 75 000 | 53 279 CHF | 7 410 CHF | 99,16% | 99,16% |
12/11/2024 | 10,20% | 0,08 CHF | 0,09 CHF | 600 000 | 75 000 | 598 670 | 75 000 | 56 043 CHF | 7 774 CHF | 99,17% | 99,17% |
11/11/2024 | 7,51% | 0,14 CHF | 0,15 CHF | 450 000 | 75 000 | 450 000 | 75 000 | 57 774 CHF | 10 379 CHF | 99,17% | 99,17% |
08/11/2024 | 7,72% | 0,12 CHF | 0,13 CHF | 450 000 | 75 000 | 450 000 | 75 000 | 56 317 CHF | 10 136 CHF | 99,17% | 99,17% |
07/11/2024 | 5,73% | 0,17 CHF | 0,18 CHF | 450 000 | 75 000 | 450 000 | 75 000 | 76 335 CHF | 13 473 CHF | 98,26% | 98,26% |