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 | 23,61% | 0,08 CHF | 0,10 CHF | 125 000 | 125 000 | 127 380 | 127 379 | 9 546 CHF | 12 093 CHF | 99,97% | 99,97% |
19/11/2024 | 26,97% | 0,07 CHF | 0,09 CHF | 150 000 | 150 000 | 148 747 | 148 747 | 9 555 CHF | 12 530 CHF | 99,85% | 99,85% |
18/11/2024 | 25,05% | 0,08 CHF | 0,10 CHF | 125 000 | 125 000 | 136 395 | 136 398 | 9 521 CHF | 12 249 CHF | 99,91% | 99,91% |
15/11/2024 | 16,67% | 0,09 CHF | 0,11 CHF | 125 000 | 125 000 | 102 298 | 102 298 | 11 319 CHF | 13 365 CHF | 100,00% | 100,00% |
14/11/2024 | 15,96% | 0,12 CHF | 0,14 CHF | 100 000 | 100 000 | 95 297 | 95 296 | 11 002 CHF | 12 908 CHF | 99,63% | 99,63% |
13/11/2024 | 11,02% | 0,16 CHF | 0,18 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 12 909 CHF | 14 409 CHF | 99,95% | 99,95% |
12/11/2024 | 8,57% | 0,21 CHF | 0,23 CHF | 75 000 | 75 000 | 63 228 | 63 228 | 14 037 CHF | 15 302 CHF | 99,81% | 99,81% |
11/11/2024 | 6,54% | 0,27 CHF | 0,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 14 875 CHF | 15 875 CHF | 99,81% | 99,81% |
08/11/2024 | 5,81% | 0,29 CHF | 0,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 16 775 CHF | 17 775 CHF | 99,83% | 99,83% |
07/11/2024 | 3,89% | 0,43 CHF | 0,45 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 25 671 CHF | 26 671 CHF | 99,91% | 99,91% |