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 | 17,51% | 0,05 CHF | 0,06 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 15 654 CHF | 4 663 CHF | 99,37% | 99,37% |
19/11/2024 | 19,73% | 0,05 CHF | 0,06 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 13 762 CHF | 4 191 CHF | 99,37% | 99,37% |
18/11/2024 | 15,20% | 0,06 CHF | 0,07 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 18 326 CHF | 5 331 CHF | 99,23% | 99,23% |
15/11/2024 | 11,88% | 0,08 CHF | 0,09 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 23 778 CHF | 6 694 CHF | 99,38% | 99,38% |
14/11/2024 | 10,74% | 0,09 CHF | 0,10 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 26 452 CHF | 7 363 CHF | 99,38% | 99,38% |
13/11/2024 | 12,81% | 0,08 CHF | 0,09 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 21 980 CHF | 6 245 CHF | 99,37% | 99,37% |
12/11/2024 | 11,63% | 0,07 CHF | 0,08 CHF | 1 500 000 | 75 000 | 1 500 000 | 75 000 | 121 666 CHF | 6 833 CHF | 99,37% | 99,37% |
11/11/2024 | 10,13% | 0,09 CHF | 0,10 CHF | 1 500 000 | 75 000 | 1 500 000 | 75 000 | 140 707 CHF | 7 785 CHF | 99,37% | 99,37% |
08/11/2024 | 10,60% | 0,10 CHF | 0,11 CHF | 1 500 000 | 75 000 | 1 500 000 | 75 000 | 134 222 CHF | 7 461 CHF | 99,37% | 99,37% |
07/11/2024 | 9,22% | 0,10 CHF | 0,11 CHF | 1 500 000 | 75 000 | 1 500 000 | 75 000 | 155 284 CHF | 8 514 CHF | 99,29% | 99,29% |