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 | 15,65% | 0,06 CHF | 0,07 CHF | 200 000 | 200 000 | 185 697 | 185 696 | 10 948 CHF | 12 805 CHF | 99,96% | 99,96% |
19/11/2024 | 15,78% | 0,07 CHF | 0,08 CHF | 175 000 | 175 000 | 191 123 | 191 121 | 11 163 CHF | 13 074 CHF | 99,81% | 99,81% |
18/11/2024 | 15,30% | 0,07 CHF | 0,08 CHF | 175 000 | 175 000 | 182 312 | 182 311 | 11 007 CHF | 12 830 CHF | 99,91% | 99,91% |
15/11/2024 | 13,23% | 0,07 CHF | 0,08 CHF | 150 000 | 150 000 | 152 900 | 152 901 | 10 795 CHF | 12 324 CHF | 100,00% | 100,00% |
14/11/2024 | 12,01% | 0,08 CHF | 0,09 CHF | 150 000 | 150 000 | 148 957 | 148 956 | 11 664 CHF | 13 154 CHF | 99,61% | 99,61% |
13/11/2024 | 11,59% | 0,08 CHF | 0,09 CHF | 150 000 | 150 000 | 139 828 | 139 829 | 11 365 CHF | 12 763 CHF | 99,95% | 99,95% |
12/11/2024 | 9,68% | 0,09 CHF | 0,10 CHF | 125 000 | 125 000 | 117 833 | 117 833 | 11 591 CHF | 12 769 CHF | 99,84% | 99,84% |
11/11/2024 | 8,33% | 0,11 CHF | 0,12 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 11 522 CHF | 12 522 CHF | 99,82% | 99,82% |
08/11/2024 | 8,37% | 0,10 CHF | 0,11 CHF | 100 000 | 100 000 | 100 522 | 100 522 | 11 577 CHF | 12 582 CHF | 99,83% | 99,83% |
07/11/2024 | 6,93% | 0,13 CHF | 0,14 CHF | 100 000 | 100 000 | 98 180 | 98 179 | 13 674 CHF | 14 656 CHF | 99,88% | 99,88% |