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 | 9,57% | 0,10 CHF | 0,11 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 49 988 CHF | 10 998 CHF | 99,27% | 99,27% |
19/11/2024 | 10,72% | 0,09 CHF | 0,10 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 44 261 CHF | 9 852 CHF | 99,02% | 99,27% |
18/11/2024 | 7,57% | 0,12 CHF | 0,13 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 63 760 CHF | 13 752 CHF | 99,27% | 99,27% |
15/11/2024 | 5,55% | 0,15 CHF | 0,16 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 87 920 CHF | 18 584 CHF | 99,27% | 99,27% |
14/11/2024 | 4,35% | 0,22 CHF | 0,23 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 112 523 CHF | 23 505 CHF | 99,27% | 99,27% |
13/11/2024 | 4,38% | 0,24 CHF | 0,25 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 111 619 CHF | 23 324 CHF | 99,27% | 99,27% |
12/11/2024 | 3,74% | 0,26 CHF | 0,27 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 131 084 CHF | 27 217 CHF | 99,25% | 99,25% |
11/11/2024 | 3,35% | 0,29 CHF | 0,30 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 146 629 CHF | 30 326 CHF | 99,27% | 99,27% |
08/11/2024 | 3,78% | 0,27 CHF | 0,28 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 129 703 CHF | 26 941 CHF | 99,25% | 99,25% |
07/11/2024 | 4,88% | 0,20 CHF | 0,21 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 100 000 CHF | 21 000 CHF | 1,12% | 1,12% |