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 | 7,92% | 0,12 CHF | 0,13 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 109 168 CHF | 39 390 CHF | 99,36% | 99,36% |
19/11/2024 | 7,52% | 0,12 CHF | 0,13 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 115 228 CHF | 41 409 CHF | 99,29% | 99,29% |
18/11/2024 | 7,84% | 0,13 CHF | 0,14 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 110 483 CHF | 39 828 CHF | 99,40% | 99,40% |
15/11/2024 | 7,94% | 0,13 CHF | 0,14 CHF | 900 000 | 300 000 | 903 245 | 303 245 | 109 406 CHF | 39 739 CHF | 99,38% | 99,38% |
14/11/2024 | 8,71% | 0,11 CHF | 0,12 CHF | 900 000 | 300 000 | 984 200 | 384 200 | 108 066 CHF | 46 001 CHF | 98,00% | 98,00% |
13/11/2024 | 10,73% | 0,09 CHF | 0,10 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 88 378 CHF | 39 351 CHF | 99,35% | 99,35% |
12/11/2024 | 9,37% | 0,09 CHF | 0,10 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 102 211 CHF | 44 885 CHF | 93,09% | 93,09% |
11/11/2024 | 8,03% | 0,11 CHF | 0,12 CHF | 1 000 000 | 400 000 | 902 005 | 302 005 | 107 920 CHF | 39 141 CHF | 99,37% | 99,37% |
08/11/2024 | 7,52% | 0,12 CHF | 0,13 CHF | 900 000 | 300 000 | 900 864 | 300 864 | 115 468 CHF | 41 567 CHF | 93,12% | 93,12% |
07/11/2024 | 6,52% | 0,15 CHF | 0,16 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 133 713 CHF | 47 571 CHF | 98,61% | 98,61% |