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 | 7,13% | 0,13 CHF | 0,14 CHF | 100 000 | 100 000 | 83 520 | 83 518 | 11 257 CHF | 12 092 CHF | 99,97% | 99,97% |
19/11/2024 | 7,22% | 0,14 CHF | 0,15 CHF | 75 000 | 75 000 | 91 612 | 91 611 | 12 198 CHF | 13 114 CHF | 99,83% | 99,83% |
18/11/2024 | 7,00% | 0,14 CHF | 0,15 CHF | 75 000 | 75 000 | 83 254 | 83 255 | 11 453 CHF | 12 286 CHF | 99,91% | 99,91% |
15/11/2024 | 6,06% | 0,15 CHF | 0,16 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 12 004 CHF | 12 754 CHF | 100,00% | 100,00% |
14/11/2024 | 5,59% | 0,17 CHF | 0,18 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 13 051 CHF | 13 801 CHF | 99,55% | 99,55% |
13/11/2024 | 5,43% | 0,17 CHF | 0,18 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 13 496 CHF | 14 246 CHF | 99,95% | 99,95% |
12/11/2024 | 4,54% | 0,20 CHF | 0,21 CHF | 75 000 | 75 000 | 71 494 | 71 493 | 15 377 CHF | 16 091 CHF | 99,79% | 99,79% |
11/11/2024 | 4,04% | 0,23 CHF | 0,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 12 152 CHF | 12 652 CHF | 99,82% | 99,82% |
08/11/2024 | 4,08% | 0,22 CHF | 0,23 CHF | 50 000 | 50 000 | 53 128 | 53 128 | 12 755 CHF | 13 287 CHF | 99,80% | 99,80% |
07/11/2024 | 3,45% | 0,27 CHF | 0,28 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 14 273 CHF | 14 773 CHF | 99,89% | 99,89% |