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 | 5,61% | 0,18 CHF | 0,19 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 13 012 CHF | 13 762 CHF | 99,96% | 99,96% |
19/11/2024 | 5,38% | 0,18 CHF | 0,19 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 13 597 CHF | 14 347 CHF | 99,81% | 99,81% |
18/11/2024 | 5,50% | 0,17 CHF | 0,18 CHF | 75 000 | 75 000 | 75 140 | 75 140 | 13 299 CHF | 14 050 CHF | 99,91% | 99,91% |
15/11/2024 | 6,04% | 0,16 CHF | 0,17 CHF | 100 000 | 100 000 | 94 963 | 94 961 | 15 245 CHF | 16 194 CHF | 100,00% | 100,00% |
14/11/2024 | 6,28% | 0,15 CHF | 0,16 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 15 430 CHF | 16 430 CHF | 99,54% | 99,54% |
13/11/2024 | 6,39% | 0,16 CHF | 0,17 CHF | 100 000 | 100 000 | 99 090 | 99 090 | 15 033 CHF | 16 024 CHF | 99,95% | 99,95% |
12/11/2024 | 7,27% | 0,14 CHF | 0,15 CHF | 100 000 | 100 000 | 101 152 | 101 154 | 13 413 CHF | 14 425 CHF | 99,80% | 99,80% |
11/11/2024 | 8,12% | 0,12 CHF | 0,13 CHF | 125 000 | 125 000 | 123 035 | 123 034 | 14 546 CHF | 15 776 CHF | 99,81% | 99,81% |
08/11/2024 | 7,68% | 0,13 CHF | 0,14 CHF | 100 000 | 100 000 | 110 037 | 110 036 | 13 757 CHF | 14 857 CHF | 99,85% | 99,85% |
07/11/2024 | 8,62% | 0,12 CHF | 0,13 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 13 890 CHF | 15 140 CHF | 99,87% | 99,87% |