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 | 14,19% | 0,06 CHF | 0,07 CHF | 800 000 | 100 000 | 800 000 | 100 000 | 52 705 CHF | 7 588 CHF | 99,17% | 99,17% |
19/11/2024 | 14,68% | 0,07 CHF | 0,08 CHF | 800 000 | 100 000 | 800 000 | 115 456 | 50 805 CHF | 8 432 CHF | 99,17% | 99,17% |
18/11/2024 | 12,46% | 0,07 CHF | 0,08 CHF | 800 000 | 100 000 | 800 000 | 105 149 | 60 755 CHF | 8 955 CHF | 99,22% | 99,22% |
15/11/2024 | 12,31% | 0,09 CHF | 0,10 CHF | 800 000 | 100 000 | 800 000 | 100 000 | 61 412 CHF | 8 676 CHF | 99,16% | 99,16% |
14/11/2024 | 12,78% | 0,07 CHF | 0,08 CHF | 800 000 | 100 000 | 800 000 | 109 919 | 58 851 CHF | 9 139 CHF | 99,15% | 99,15% |
13/11/2024 | 14,35% | 0,06 CHF | 0,07 CHF | 800 000 | 150 000 | 800 000 | 149 031 | 52 036 CHF | 11 179 CHF | 99,16% | 99,16% |
12/11/2024 | 15,78% | 0,05 CHF | 0,06 CHF | 800 000 | 150 000 | 800 000 | 150 000 | 47 016 CHF | 10 316 CHF | 99,16% | 99,16% |
11/11/2024 | 10,49% | 0,08 CHF | 0,09 CHF | 800 000 | 100 000 | 800 000 | 100 000 | 72 748 CHF | 10 094 CHF | 99,16% | 99,16% |
08/11/2024 | 11,08% | 0,09 CHF | 0,10 CHF | 800 000 | 100 000 | 800 000 | 100 000 | 68 450 CHF | 9 556 CHF | 99,16% | 99,16% |
07/11/2024 | 10,79% | 0,08 CHF | 0,09 CHF | 800 000 | 100 000 | 800 000 | 100 000 | 70 315 CHF | 9 789 CHF | 98,19% | 98,19% |