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 | 6,00% | 0,15 CHF | 0,16 CHF | 75 000 | 75 000 | 58 781 | 58 781 | 9 460 CHF | 10 048 CHF | 99,95% | 99,95% |
19/11/2024 | 5,86% | 0,17 CHF | 0,18 CHF | 50 000 | 50 000 | 63 776 | 63 775 | 10 514 CHF | 11 152 CHF | 99,78% | 99,78% |
18/11/2024 | 6,45% | 0,18 CHF | 0,19 CHF | 50 000 | 50 000 | 72 612 | 72 612 | 10 880 CHF | 11 606 CHF | 99,88% | 99,88% |
15/11/2024 | 7,04% | 0,14 CHF | 0,15 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 10 295 CHF | 11 045 CHF | 100,00% | 100,00% |
14/11/2024 | 6,44% | 0,16 CHF | 0,17 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 11 310 CHF | 12 060 CHF | 99,66% | 99,66% |
13/11/2024 | 6,76% | 0,14 CHF | 0,15 CHF | 75 000 | 75 000 | 74 832 | 74 831 | 10 729 CHF | 11 477 CHF | 99,95% | 99,95% |
12/11/2024 | 5,21% | 0,17 CHF | 0,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 9 361 CHF | 9 861 CHF | 99,77% | 99,77% |
11/11/2024 | 4,86% | 0,20 CHF | 0,21 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 10 050 CHF | 10 550 CHF | 99,77% | 99,77% |
08/11/2024 | 5,85% | 0,19 CHF | 0,20 CHF | 50 000 | 50 000 | 63 691 | 63 691 | 10 495 CHF | 11 132 CHF | 99,84% | 99,84% |
07/11/2024 | 5,99% | 0,16 CHF | 0,17 CHF | 75 000 | 75 000 | 68 020 | 68 016 | 10 977 CHF | 11 657 CHF | 99,90% | 99,90% |