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 | 9,77% | 0,09 CHF | 0,10 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 73 134 CHF | 10 751 CHF | 99,17% | 99,17% |
19/11/2024 | 10,32% | 0,09 CHF | 0,10 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 69 042 CHF | 10 206 CHF | 99,16% | 99,16% |
18/11/2024 | 8,75% | 0,11 CHF | 0,12 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 82 112 CHF | 11 948 CHF | 98,77% | 98,77% |
15/11/2024 | 8,43% | 0,14 CHF | 0,15 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 85 449 CHF | 12 393 CHF | 99,17% | 99,17% |
14/11/2024 | 7,00% | 0,13 CHF | 0,14 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 103 489 CHF | 14 799 CHF | 99,16% | 99,16% |
13/11/2024 | 7,29% | 0,14 CHF | 0,15 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 99 215 CHF | 14 229 CHF | 98,93% | 98,93% |
12/11/2024 | 5,96% | 0,14 CHF | 0,15 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 122 996 CHF | 17 400 CHF | 99,16% | 99,16% |
11/11/2024 | 5,20% | 0,20 CHF | 0,21 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 140 878 CHF | 19 784 CHF | 99,16% | 99,16% |
08/11/2024 | 6,34% | 0,15 CHF | 0,16 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 114 615 CHF | 16 282 CHF | 99,16% | 99,16% |
07/11/2024 | 6,32% | 0,16 CHF | 0,17 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 115 161 CHF | 16 355 CHF | 98,26% | 98,26% |