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 | 8,86% | 0,11 CHF | 0,12 CHF | 100 000 | 100 000 | 90 032 | 90 034 | 9 707 CHF | 10 607 CHF | 99,97% | 99,97% |
19/11/2024 | 13,85% | 0,07 CHF | 0,08 CHF | 125 000 | 125 000 | 129 737 | 129 738 | 8 718 CHF | 10 016 CHF | 99,85% | 99,85% |
18/11/2024 | 10,96% | 0,07 CHF | 0,08 CHF | 125 000 | 125 000 | 105 771 | 105 766 | 9 162 CHF | 10 219 CHF | 99,91% | 99,91% |
15/11/2024 | 9,62% | 0,11 CHF | 0,12 CHF | 100 000 | 100 000 | 100 150 | 100 152 | 10 002 CHF | 11 004 CHF | 100,00% | 100,00% |
14/11/2024 | 11,81% | 0,09 CHF | 0,10 CHF | 100 000 | 100 000 | 115 629 | 115 628 | 9 206 CHF | 10 362 CHF | 99,52% | 99,52% |
13/11/2024 | 18,51% | 0,05 CHF | 0,06 CHF | 175 000 | 175 000 | 176 822 | 176 820 | 8 687 CHF | 10 456 CHF | 99,95% | 99,95% |
12/11/2024 | 13,72% | 0,05 CHF | 0,06 CHF | 150 000 | 150 000 | 130 805 | 130 806 | 8 921 CHF | 10 229 CHF | 99,80% | 99,80% |
11/11/2024 | 11,53% | 0,08 CHF | 0,09 CHF | 125 000 | 125 000 | 123 640 | 123 640 | 10 120 CHF | 11 357 CHF | 99,78% | 99,78% |
08/11/2024 | 12,58% | 0,08 CHF | 0,09 CHF | 125 000 | 125 000 | 125 789 | 125 788 | 9 389 CHF | 10 646 CHF | 99,88% | 99,88% |
07/11/2024 | 10,34% | 0,09 CHF | 0,10 CHF | 125 000 | 125 000 | 111 511 | 111 512 | 10 210 CHF | 11 325 CHF | 99,90% | 99,90% |