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 | 7,02% | 0,13 CHF | 0,14 CHF | 100 000 | 100 000 | 98 614 | 98 613 | 13 576 CHF | 14 562 CHF | 99,97% | 99,97% |
19/11/2024 | 6,00% | 0,15 CHF | 0,16 CHF | 75 000 | 75 000 | 76 044 | 76 045 | 12 306 CHF | 13 067 CHF | 99,85% | 99,85% |
18/11/2024 | 6,42% | 0,15 CHF | 0,16 CHF | 100 000 | 100 000 | 84 164 | 84 164 | 12 655 CHF | 13 496 CHF | 99,91% | 99,91% |
15/11/2024 | 8,42% | 0,13 CHF | 0,14 CHF | 100 000 | 100 000 | 114 365 | 114 365 | 13 000 CHF | 14 143 CHF | 100,00% | 100,00% |
14/11/2024 | 8,47% | 0,11 CHF | 0,12 CHF | 125 000 | 125 000 | 115 828 | 115 826 | 13 094 CHF | 14 252 CHF | 99,57% | 99,57% |
13/11/2024 | 11,06% | 0,09 CHF | 0,10 CHF | 125 000 | 125 000 | 147 089 | 147 089 | 12 568 CHF | 14 038 CHF | 99,95% | 99,95% |
12/11/2024 | 12,89% | 0,08 CHF | 0,09 CHF | 175 000 | 175 000 | 182 163 | 182 160 | 13 224 CHF | 15 045 CHF | 99,82% | 99,82% |
11/11/2024 | 16,34% | 0,06 CHF | 0,07 CHF | 225 000 | 225 000 | 250 598 | 237 032 | 14 055 CHF | 15 803 CHF | 99,82% | 99,82% |
08/11/2024 | 18,30% | 0,06 CHF | 0,07 CHF | 250 000 | 250 000 | 297 029 | 278 044 | 14 732 CHF | 16 657 CHF | 99,83% | 99,83% |
07/11/2024 | 23,44% | 0,05 CHF | 0,06 CHF | 375 000 | 250 000 | 496 926 | 251 567 | 18 358 CHF | 12 226 CHF | 99,89% | 99,89% |