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 | 5,73% | 0,10 CHF | 0,11 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 33 998 CHF | 35 998 CHF | 95,88% | 95,88% |
19/11/2024 | 8,58% | 0,15 CHF | 0,16 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 22 770 CHF | 24 770 CHF | 99,91% | 99,91% |
18/11/2024 | 8,60% | 0,14 CHF | 0,15 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 11 158 CHF | 12 158 CHF | 95,74% | 95,74% |
15/11/2024 | 6,48% | 0,12 CHF | 0,13 CHF | 150 000 | 150 000 | 150 000 | 149 996 | 22 611 CHF | 24 110 CHF | 95,83% | 95,83% |
14/11/2024 | 4,33% | 0,22 CHF | 0,23 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 33 877 CHF | 35 377 CHF | 95,84% | 95,84% |
13/11/2024 | 4,56% | 0,23 CHF | 0,24 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 32 225 CHF | 33 725 CHF | 99,84% | 99,84% |
12/11/2024 | 4,48% | 0,21 CHF | 0,22 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 32 764 CHF | 34 264 CHF | 99,67% | 99,67% |
11/11/2024 | 3,91% | 0,28 CHF | 0,29 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 37 663 CHF | 39 163 CHF | 95,73% | 95,73% |
08/11/2024 | 4,85% | 0,21 CHF | 0,22 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 30 277 CHF | 31 777 CHF | 99,93% | 99,93% |
07/11/2024 | 5,38% | 0,21 CHF | 0,22 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 27 479 CHF | 28 979 CHF | 95,75% | 95,75% |