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 | 33,10% | 0,03 CHF | 0,04 CHF | 275 000 | 250 000 | 246 746 | 233 789 | 6 203 CHF | 8 263 CHF | 99,96% | 99,96% |
19/11/2024 | 30,59% | 0,03 CHF | 0,04 CHF | 200 000 | 200 000 | 229 374 | 225 390 | 6 347 CHF | 8 508 CHF | 99,81% | 99,81% |
18/11/2024 | 29,89% | 0,03 CHF | 0,04 CHF | 225 000 | 225 000 | 220 813 | 220 552 | 6 292 CHF | 8 491 CHF | 99,91% | 99,91% |
15/11/2024 | 22,35% | 0,04 CHF | 0,05 CHF | 150 000 | 150 000 | 156 239 | 156 243 | 6 221 CHF | 7 783 CHF | 100,00% | 100,00% |
14/11/2024 | 18,88% | 0,05 CHF | 0,06 CHF | 150 000 | 150 000 | 130 764 | 130 765 | 6 276 CHF | 7 583 CHF | 99,53% | 99,53% |
13/11/2024 | 16,95% | 0,05 CHF | 0,06 CHF | 150 000 | 150 000 | 122 998 | 122 996 | 6 633 CHF | 7 863 CHF | 99,96% | 99,96% |
12/11/2024 | 12,70% | 0,07 CHF | 0,08 CHF | 100 000 | 100 000 | 89 183 | 89 184 | 6 555 CHF | 7 447 CHF | 99,83% | 99,83% |
11/11/2024 | 9,81% | 0,09 CHF | 0,10 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 7 313 CHF | 8 063 CHF | 99,81% | 99,81% |
08/11/2024 | 9,40% | 0,09 CHF | 0,10 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 7 702 CHF | 8 452 CHF | 99,81% | 99,81% |
07/11/2024 | 7,13% | 0,12 CHF | 0,13 CHF | 75 000 | 75 000 | 60 140 | 60 139 | 8 105 CHF | 8 706 CHF | 99,88% | 99,88% |