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 | 7,23% | 0,15 CHF | 0,16 CHF | 125 000 | 125 000 | 126 656 | 126 658 | 16 927 CHF | 18 194 CHF | 99,96% | 99,96% |
19/11/2024 | 6,25% | 0,14 CHF | 0,15 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 19 434 CHF | 20 684 CHF | 99,78% | 99,78% |
18/11/2024 | 5,70% | 0,16 CHF | 0,17 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 21 327 CHF | 22 577 CHF | 99,90% | 99,90% |
15/11/2024 | 5,94% | 0,17 CHF | 0,18 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 20 461 CHF | 21 711 CHF | 100,00% | 100,00% |
14/11/2024 | 5,29% | 0,17 CHF | 0,18 CHF | 125 000 | 125 000 | 116 674 | 116 675 | 21 444 CHF | 22 611 CHF | 99,60% | 99,60% |
13/11/2024 | 4,44% | 0,22 CHF | 0,23 CHF | 100 000 | 100 000 | 100 517 | 100 519 | 22 160 CHF | 23 166 CHF | 99,94% | 99,94% |
12/11/2024 | 6,43% | 0,18 CHF | 0,19 CHF | 125 000 | 125 000 | 138 028 | 138 027 | 20 788 CHF | 22 168 CHF | 99,76% | 99,76% |
11/11/2024 | 9,32% | 0,12 CHF | 0,13 CHF | 175 000 | 175 000 | 197 180 | 197 179 | 20 171 CHF | 22 142 CHF | 99,82% | 99,82% |
08/11/2024 | 8,35% | 0,12 CHF | 0,13 CHF | 175 000 | 175 000 | 184 078 | 184 077 | 21 146 CHF | 22 987 CHF | 99,82% | 99,82% |
07/11/2024 | 8,31% | 0,12 CHF | 0,13 CHF | 200 000 | 200 000 | 194 736 | 194 735 | 22 479 CHF | 24 426 CHF | 99,89% | 99,89% |