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 | 8,00% | 0,12 CHF | 0,13 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 90 206 CHF | 32 569 CHF | 99,38% | 99,38% |
19/11/2024 | 10,24% | 0,11 CHF | 0,12 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 69 691 CHF | 25 730 CHF | 99,38% | 99,38% |
18/11/2024 | 9,40% | 0,10 CHF | 0,11 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 76 302 CHF | 27 934 CHF | 99,38% | 99,38% |
15/11/2024 | 8,56% | 0,09 CHF | 0,10 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 85 367 CHF | 30 956 CHF | 99,34% | 99,34% |
14/11/2024 | 7,42% | 0,13 CHF | 0,14 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 97 479 CHF | 34 993 CHF | 99,38% | 99,38% |
13/11/2024 | 6,54% | 0,13 CHF | 0,14 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 111 116 CHF | 39 539 CHF | 99,38% | 99,38% |
12/11/2024 | 5,36% | 0,16 CHF | 0,17 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 136 594 CHF | 48 031 CHF | 99,15% | 99,15% |
11/11/2024 | 5,59% | 0,17 CHF | 0,18 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 130 519 CHF | 46 007 CHF | 99,13% | 99,13% |
08/11/2024 | 5,71% | 0,18 CHF | 0,19 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 127 656 CHF | 45 052 CHF | 99,37% | 99,37% |
07/11/2024 | 6,57% | 0,15 CHF | 0,16 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 110 518 CHF | 39 340 CHF | 98,56% | 98,56% |