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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 10,51% | 0,10 CHF | 0,11 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 67 648 CHF | 7 515 CHF | 99,17% | 99,17% |
22/11/2024 | 11,08% | 0,09 CHF | 0,10 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 64 199 CHF | 7 170 CHF | 99,17% | 99,17% |
20/11/2024 | 10,11% | 0,08 CHF | 0,09 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 70 859 CHF | 7 836 CHF | 99,17% | 99,17% |
19/11/2024 | 11,27% | 0,09 CHF | 0,10 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 63 127 CHF | 7 063 CHF | 99,16% | 99,16% |
18/11/2024 | 9,38% | 0,10 CHF | 0,11 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 76 598 CHF | 8 410 CHF | 99,23% | 99,23% |
15/11/2024 | 7,49% | 0,12 CHF | 0,13 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 96 413 CHF | 10 391 CHF | 99,17% | 99,17% |
14/11/2024 | 5,97% | 0,15 CHF | 0,16 CHF | 750 000 | 75 000 | 653 523 | 75 000 | 105 947 CHF | 12 959 CHF | 99,16% | 99,16% |
13/11/2024 | 5,86% | 0,17 CHF | 0,18 CHF | 600 000 | 75 000 | 648 283 | 75 000 | 107 279 CHF | 13 194 CHF | 99,16% | 99,16% |
12/11/2024 | 5,84% | 0,17 CHF | 0,18 CHF | 600 000 | 75 000 | 621 286 | 75 000 | 103 186 CHF | 13 223 CHF | 99,16% | 99,16% |
11/11/2024 | 5,20% | 0,19 CHF | 0,20 CHF | 600 000 | 75 000 | 600 000 | 75 000 | 112 579 CHF | 14 822 CHF | 99,16% | 99,16% |