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 | 9,52% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 50 000 CHF | 55 000 CHF | 99,80% | 99,80% |
19/11/2024 | 8,94% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 480 645 | 480 644 | 51 390 CHF | 56 197 CHF | 99,71% | 99,71% |
18/11/2024 | 9,52% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 50 000 CHF | 55 000 CHF | 99,70% | 99,70% |
15/11/2024 | 9,52% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 50 000 CHF | 55 000 CHF | 99,80% | 99,80% |
14/11/2024 | 9,52% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 50 000 CHF | 55 000 CHF | 99,81% | 99,81% |
13/11/2024 | 9,52% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 50 000 CHF | 55 000 CHF | 99,80% | 99,80% |
12/11/2024 | 9,70% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 508 155 | 460 114 | 49 814 CHF | 50 045 CHF | 99,49% | 99,49% |
11/11/2024 | 10,53% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 575 000 | 300 000 | 51 750 CHF | 30 000 CHF | 99,71% | 99,71% |
08/11/2024 | 9,82% | 0,10 CHF | 0,11 CHF | 575 000 | 300 000 | 523 654 | 436 920 | 50 702 CHF | 47 141 CHF | 99,81% | 99,81% |
07/11/2024 | 9,82% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 520 788 | 440 313 | 50 396 CHF | 47 455 CHF | 95,70% | 95,70% |