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 | 29,87% | 0,02 CHF | 0,03 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 21 725 CHF | 2 922 CHF | 99,38% | 99,38% |
19/11/2024 | 27,54% | 0,03 CHF | 0,04 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 23 713 CHF | 3 121 CHF | 99,37% | 99,37% |
18/11/2024 | 31,59% | 0,03 CHF | 0,04 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 20 517 CHF | 2 802 CHF | 99,37% | 99,37% |
15/11/2024 | 23,72% | 0,03 CHF | 0,04 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 28 228 CHF | 3 573 CHF | 99,35% | 99,35% |
14/11/2024 | 18,55% | 0,05 CHF | 0,06 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 36 822 CHF | 4 432 CHF | 99,38% | 99,38% |
13/11/2024 | 26,11% | 0,05 CHF | 0,06 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 25 439 CHF | 3 294 CHF | 99,38% | 99,38% |
12/11/2024 | 16,13% | 0,04 CHF | 0,05 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 43 114 CHF | 5 061 CHF | 99,16% | 99,16% |
11/11/2024 | 15,76% | 0,07 CHF | 0,08 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 44 007 CHF | 5 151 CHF | 99,38% | 99,38% |
08/11/2024 | 15,59% | 0,05 CHF | 0,06 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 44 648 CHF | 5 215 CHF | 99,38% | 99,38% |
07/11/2024 | 10,39% | 0,08 CHF | 0,09 CHF | 750 000 | 75 000 | 436 096 | 75 000 | 39 534 CHF | 7 621 CHF | 98,58% | 98,58% |