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 | 20,86% | 0,06 CHF | 0,07 CHF | 200 000 | 200 000 | 213 408 | 213 407 | 9 166 CHF | 11 300 CHF | 99,96% | 99,96% |
19/11/2024 | 12,17% | 0,08 CHF | 0,09 CHF | 125 000 | 125 000 | 132 167 | 132 170 | 10 270 CHF | 11 592 CHF | 99,85% | 99,85% |
18/11/2024 | 15,47% | 0,07 CHF | 0,08 CHF | 125 000 | 125 000 | 160 668 | 160 673 | 9 586 CHF | 11 193 CHF | 99,89% | 99,89% |
15/11/2024 | 15,32% | 0,05 CHF | 0,06 CHF | 175 000 | 175 000 | 164 203 | 164 203 | 9 919 CHF | 11 561 CHF | 100,00% | 100,00% |
14/11/2024 | 11,99% | 0,08 CHF | 0,09 CHF | 125 000 | 125 000 | 132 073 | 132 069 | 10 365 CHF | 11 685 CHF | 99,66% | 99,66% |
13/11/2024 | 7,31% | 0,13 CHF | 0,14 CHF | 100 000 | 100 000 | 99 213 | 99 213 | 13 091 CHF | 14 084 CHF | 99,96% | 99,96% |
12/11/2024 | 9,71% | 0,12 CHF | 0,13 CHF | 100 000 | 100 000 | 117 234 | 117 234 | 11 495 CHF | 12 667 CHF | 99,77% | 99,77% |
11/11/2024 | 10,52% | 0,08 CHF | 0,09 CHF | 125 000 | 125 000 | 124 827 | 124 826 | 11 295 CHF | 12 544 CHF | 99,78% | 99,78% |
08/11/2024 | 8,74% | 0,11 CHF | 0,12 CHF | 100 000 | 100 000 | 100 450 | 100 452 | 10 998 CHF | 12 003 CHF | 99,83% | 99,83% |
07/11/2024 | 9,95% | 0,10 CHF | 0,11 CHF | 125 000 | 125 000 | 122 644 | 122 644 | 11 744 CHF | 12 971 CHF | 99,90% | 99,90% |