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 | 14,86% | 0,07 CHF | 0,08 CHF | 200 000 | 200 000 | 215 411 | 215 412 | 13 419 CHF | 15 573 CHF | 99,95% | 99,95% |
19/11/2024 | 13,28% | 0,07 CHF | 0,08 CHF | 200 000 | 200 000 | 197 624 | 197 624 | 13 888 CHF | 15 864 CHF | 99,74% | 99,74% |
18/11/2024 | 14,87% | 0,07 CHF | 0,08 CHF | 200 000 | 200 000 | 223 965 | 223 969 | 13 945 CHF | 16 185 CHF | 99,88% | 99,88% |
15/11/2024 | 14,93% | 0,06 CHF | 0,07 CHF | 225 000 | 225 000 | 223 781 | 223 781 | 13 887 CHF | 16 125 CHF | 100,00% | 100,00% |
14/11/2024 | 13,91% | 0,07 CHF | 0,08 CHF | 225 000 | 225 000 | 212 747 | 212 747 | 14 217 CHF | 16 345 CHF | 99,64% | 99,64% |
13/11/2024 | 12,76% | 0,07 CHF | 0,08 CHF | 175 000 | 175 000 | 195 528 | 195 524 | 14 352 CHF | 16 307 CHF | 99,96% | 99,96% |
12/11/2024 | 12,63% | 0,08 CHF | 0,09 CHF | 175 000 | 175 000 | 183 431 | 183 429 | 13 597 CHF | 15 431 CHF | 99,75% | 99,75% |
11/11/2024 | 16,12% | 0,07 CHF | 0,08 CHF | 225 000 | 225 000 | 245 763 | 245 762 | 14 021 CHF | 16 478 CHF | 99,80% | 99,80% |
08/11/2024 | 13,76% | 0,06 CHF | 0,07 CHF | 225 000 | 225 000 | 204 005 | 204 005 | 13 818 CHF | 15 858 CHF | 99,82% | 99,82% |
07/11/2024 | 13,38% | 0,07 CHF | 0,08 CHF | 200 000 | 200 000 | 199 816 | 199 819 | 13 937 CHF | 15 936 CHF | 99,91% | 99,91% |