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 | 19,53% | 0,04 CHF | 0,05 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 23 329 CHF | 28 329 CHF | 99,56% | 99,56% |
19/11/2024 | 18,37% | 0,05 CHF | 0,06 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 24 764 CHF | 29 764 CHF | 99,55% | 99,55% |
18/11/2024 | 19,14% | 0,05 CHF | 0,06 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 23 813 CHF | 28 813 CHF | 99,55% | 99,55% |
15/11/2024 | 18,18% | 0,05 CHF | 0,06 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 25 000 CHF | 30 000 CHF | 98,90% | 98,90% |
14/11/2024 | 18,68% | 0,05 CHF | 0,06 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 24 383 CHF | 29 383 CHF | 98,70% | 98,70% |
13/11/2024 | 18,17% | 0,05 CHF | 0,06 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 25 013 CHF | 30 013 CHF | 72,42% | 72,42% |
12/11/2024 | 13,29% | 0,05 CHF | 0,06 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 21 245 CHF | 24 245 CHF | 98,06% | 98,06% |
11/11/2024 | 6,90% | 0,14 CHF | 0,15 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 70 000 CHF | 75 000 CHF | 99,50% | 99,50% |
08/11/2024 | 7,38% | 0,13 CHF | 0,14 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 39 178 CHF | 42 178 CHF | 99,50% | 99,50% |
07/11/2024 | 6,81% | 0,14 CHF | 0,15 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 70 931 CHF | 75 931 CHF | 99,56% | 99,56% |