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 | 8,27% | 0,10 CHF | 0,11 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 5 826 CHF | 6 326 CHF | 99,98% | 99,98% |
19/11/2024 | 8,63% | 0,11 CHF | 0,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 5 560 CHF | 6 060 CHF | 99,85% | 99,85% |
18/11/2024 | 7,57% | 0,10 CHF | 0,11 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 6 450 CHF | 6 950 CHF | 99,95% | 99,95% |
15/11/2024 | 5,89% | 0,15 CHF | 0,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 8 258 CHF | 8 758 CHF | 100,00% | 100,00% |
14/11/2024 | 5,15% | 0,19 CHF | 0,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 9 465 CHF | 9 965 CHF | 99,80% | 99,80% |
13/11/2024 | 5,37% | 0,18 CHF | 0,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 9 074 CHF | 9 574 CHF | 99,94% | 99,94% |
12/11/2024 | 5,45% | 0,18 CHF | 0,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 8 942 CHF | 9 442 CHF | 99,84% | 99,84% |
11/11/2024 | 5,26% | 0,18 CHF | 0,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 9 262 CHF | 9 762 CHF | 99,82% | 99,82% |
08/11/2024 | 5,23% | 0,18 CHF | 0,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 9 312 CHF | 9 812 CHF | 99,81% | 99,81% |
07/11/2024 | 5,07% | 0,19 CHF | 0,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 9 615 CHF | 10 115 CHF | 99,90% | 99,90% |