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 | 8,85% | 0,10 CHF | 0,11 CHF | 450 000 | 50 000 | 450 000 | 50 000 | 48 879 CHF | 5 931 CHF | 99,38% | 99,38% |
19/11/2024 | 7,39% | 0,13 CHF | 0,14 CHF | 450 000 | 50 000 | 450 000 | 50 000 | 58 772 CHF | 7 030 CHF | 99,37% | 99,37% |
18/11/2024 | 7,76% | 0,13 CHF | 0,14 CHF | 450 000 | 50 000 | 450 000 | 50 000 | 55 949 CHF | 6 717 CHF | 99,37% | 99,37% |
15/11/2024 | 6,85% | 0,14 CHF | 0,15 CHF | 450 000 | 50 000 | 450 000 | 50 000 | 63 485 CHF | 7 554 CHF | 99,36% | 99,36% |
14/11/2024 | 6,07% | 0,16 CHF | 0,17 CHF | 450 000 | 50 000 | 450 000 | 50 000 | 71 879 CHF | 8 487 CHF | 99,38% | 99,38% |
13/11/2024 | 7,24% | 0,16 CHF | 0,17 CHF | 450 000 | 50 000 | 450 000 | 50 000 | 60 210 CHF | 7 190 CHF | 99,37% | 99,37% |
12/11/2024 | 5,64% | 0,14 CHF | 0,15 CHF | 450 000 | 50 000 | 450 000 | 50 000 | 77 831 CHF | 9 148 CHF | 99,15% | 99,15% |
11/11/2024 | 5,60% | 0,19 CHF | 0,20 CHF | 450 000 | 50 000 | 450 000 | 50 000 | 78 168 CHF | 9 185 CHF | 99,38% | 99,38% |
08/11/2024 | 5,51% | 0,17 CHF | 0,18 CHF | 450 000 | 50 000 | 450 000 | 50 000 | 79 507 CHF | 9 334 CHF | 99,37% | 99,37% |
07/11/2024 | 4,65% | 0,20 CHF | 0,21 CHF | 450 000 | 50 000 | 91 453 | 50 000 | 18 799 CHF | 11 009 CHF | 98,58% | 98,58% |