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 | 14,71% | 0,06 CHF | 0,07 CHF | 250 000 | 75 000 | 250 000 | 67 204 | 15 823 CHF | 4 873 CHF | 99,38% | 99,38% |
19/11/2024 | 14,38% | 0,07 CHF | 0,08 CHF | 250 000 | 50 000 | 250 000 | 65 912 | 16 346 CHF | 4 887 CHF | 99,38% | 99,38% |
18/11/2024 | 10,80% | 0,08 CHF | 0,09 CHF | 250 000 | 50 000 | 250 000 | 50 000 | 21 949 CHF | 4 890 CHF | 99,37% | 99,37% |
15/11/2024 | 8,98% | 0,09 CHF | 0,10 CHF | 250 000 | 50 000 | 250 000 | 50 000 | 26 710 CHF | 5 842 CHF | 99,36% | 99,36% |
14/11/2024 | 8,92% | 0,12 CHF | 0,13 CHF | 250 000 | 50 000 | 250 000 | 50 000 | 26 923 CHF | 5 885 CHF | 99,38% | 99,38% |
13/11/2024 | 10,04% | 0,10 CHF | 0,11 CHF | 250 000 | 50 000 | 250 000 | 50 000 | 23 704 CHF | 5 241 CHF | 99,38% | 99,38% |
12/11/2024 | 10,04% | 0,09 CHF | 0,10 CHF | 250 000 | 50 000 | 250 000 | 50 000 | 23 743 CHF | 5 249 CHF | 99,15% | 99,15% |
11/11/2024 | 8,07% | 0,12 CHF | 0,13 CHF | 250 000 | 50 000 | 250 000 | 50 000 | 29 762 CHF | 6 452 CHF | 99,38% | 99,38% |
08/11/2024 | 8,52% | 0,12 CHF | 0,13 CHF | 250 000 | 50 000 | 250 000 | 50 000 | 28 153 CHF | 6 131 CHF | 99,37% | 99,37% |
07/11/2024 | 7,15% | 0,13 CHF | 0,14 CHF | 250 000 | 50 000 | 250 000 | 50 000 | 33 760 CHF | 7 252 CHF | 96,22% | 96,22% |