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 | 5,35% | 0,20 CHF | 0,21 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 9 134 CHF | 9 634 CHF | 99,96% | 99,96% |
19/11/2024 | 5,01% | 0,19 CHF | 0,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 9 791 CHF | 10 291 CHF | 99,80% | 99,80% |
18/11/2024 | 5,22% | 0,17 CHF | 0,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 9 347 CHF | 9 847 CHF | 99,91% | 99,91% |
15/11/2024 | 6,07% | 0,17 CHF | 0,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 8 002 CHF | 8 502 CHF | 100,00% | 100,00% |
14/11/2024 | 6,54% | 0,15 CHF | 0,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 7 409 CHF | 7 909 CHF | 99,52% | 99,52% |
13/11/2024 | 6,66% | 0,15 CHF | 0,16 CHF | 50 000 | 50 000 | 56 273 | 56 274 | 8 110 CHF | 8 673 CHF | 99,96% | 99,96% |
12/11/2024 | 8,81% | 0,12 CHF | 0,13 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 8 187 CHF | 8 937 CHF | 99,79% | 99,79% |
11/11/2024 | 9,97% | 0,10 CHF | 0,11 CHF | 75 000 | 75 000 | 78 391 | 78 391 | 7 468 CHF | 8 252 CHF | 99,82% | 99,82% |
08/11/2024 | 9,16% | 0,12 CHF | 0,13 CHF | 75 000 | 75 000 | 79 824 | 79 824 | 8 310 CHF | 9 108 CHF | 99,83% | 99,83% |
07/11/2024 | 11,25% | 0,09 CHF | 0,10 CHF | 100 000 | 100 000 | 99 166 | 99 165 | 8 337 CHF | 9 328 CHF | 99,89% | 99,89% |