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 | 16,41% | 0,05 CHF | 0,06 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 42 248 CHF | 4 975 CHF | 99,17% | 99,17% |
19/11/2024 | 17,62% | 0,05 CHF | 0,06 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 39 010 CHF | 4 651 CHF | 99,16% | 99,16% |
18/11/2024 | 13,86% | 0,06 CHF | 0,07 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 50 729 CHF | 5 823 CHF | 98,77% | 98,77% |
15/11/2024 | 12,75% | 0,10 CHF | 0,11 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 55 419 CHF | 6 292 CHF | 99,17% | 99,17% |
14/11/2024 | 9,73% | 0,09 CHF | 0,10 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 73 487 CHF | 8 099 CHF | 99,16% | 99,16% |
13/11/2024 | 10,30% | 0,10 CHF | 0,11 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 69 215 CHF | 7 672 CHF | 98,93% | 98,93% |
12/11/2024 | 7,76% | 0,10 CHF | 0,11 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 94 388 CHF | 10 189 CHF | 99,16% | 99,16% |
11/11/2024 | 6,35% | 0,17 CHF | 0,18 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 114 581 CHF | 12 208 CHF | 99,16% | 99,16% |
08/11/2024 | 8,15% | 0,11 CHF | 0,12 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 88 345 CHF | 9 584 CHF | 99,16% | 99,16% |
07/11/2024 | 8,20% | 0,12 CHF | 0,13 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 87 831 CHF | 9 533 CHF | 98,26% | 98,26% |