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 | 18,20% | 0,05 CHF | 0,06 CHF | 750 000 | 150 000 | 750 000 | 149 818 | 38 091 CHF | 9 105 CHF | 99,17% | 99,17% |
19/11/2024 | 16,63% | 0,06 CHF | 0,07 CHF | 750 000 | 150 000 | 750 000 | 145 791 | 42 029 CHF | 9 576 CHF | 99,16% | 99,16% |
18/11/2024 | 14,43% | 0,06 CHF | 0,07 CHF | 750 000 | 150 000 | 750 000 | 143 299 | 48 819 CHF | 10 720 CHF | 99,23% | 99,23% |
15/11/2024 | 15,07% | 0,08 CHF | 0,09 CHF | 750 000 | 100 000 | 750 000 | 142 212 | 46 760 CHF | 10 170 CHF | 99,16% | 99,16% |
14/11/2024 | 19,52% | 0,05 CHF | 0,06 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 35 015 CHF | 8 503 CHF | 99,15% | 99,15% |
13/11/2024 | 23,35% | 0,03 CHF | 0,04 CHF | 750 000 | 200 000 | 750 000 | 173 529 | 28 664 CHF | 8 320 CHF | 99,16% | 99,16% |
12/11/2024 | 26,39% | 0,03 CHF | 0,04 CHF | 750 000 | 200 000 | 750 000 | 199 067 | 25 695 CHF | 8 709 CHF | 99,16% | 99,16% |
11/11/2024 | 12,41% | 0,07 CHF | 0,08 CHF | 750 000 | 150 000 | 750 000 | 133 052 | 57 579 CHF | 11 376 CHF | 99,16% | 99,16% |
08/11/2024 | 11,30% | 0,09 CHF | 0,10 CHF | 750 000 | 100 000 | 750 000 | 134 572 | 62 861 CHF | 12 529 CHF | 99,17% | 99,17% |
07/11/2024 | 12,24% | 0,07 CHF | 0,08 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 57 712 CHF | 13 042 CHF | 98,19% | 98,19% |