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 | 7,59% | 0,12 CHF | 0,13 CHF | 50 000 | 50 000 | 51 803 | 51 803 | 6 586 CHF | 7 104 CHF | 99,97% | 99,97% |
19/11/2024 | 7,42% | 0,14 CHF | 0,15 CHF | 50 000 | 50 000 | 52 906 | 52 905 | 6 861 CHF | 7 390 CHF | 99,78% | 99,78% |
18/11/2024 | 7,28% | 0,14 CHF | 0,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 6 647 CHF | 7 147 CHF | 99,91% | 99,91% |
15/11/2024 | 5,64% | 0,16 CHF | 0,17 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 8 629 CHF | 9 129 CHF | 100,00% | 100,00% |
14/11/2024 | 5,04% | 0,19 CHF | 0,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 9 685 CHF | 10 185 CHF | 99,53% | 99,53% |
13/11/2024 | 4,82% | 0,19 CHF | 0,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 10 209 CHF | 10 709 CHF | 99,97% | 99,97% |
12/11/2024 | 3,78% | 0,24 CHF | 0,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 13 032 CHF | 13 532 CHF | 99,80% | 99,80% |
11/11/2024 | 3,23% | 0,28 CHF | 0,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 15 265 CHF | 15 765 CHF | 99,81% | 99,81% |
08/11/2024 | 3,26% | 0,27 CHF | 0,28 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 15 185 CHF | 15 685 CHF | 99,82% | 99,82% |
07/11/2024 | 2,65% | 0,35 CHF | 0,36 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 18 652 CHF | 19 152 CHF | 99,88% | 99,88% |