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 | 8,95% | 0,10 CHF | 0,11 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 80 500 CHF | 17 600 CHF | 99,16% | 99,16% |
19/11/2024 | 8,45% | 0,12 CHF | 0,13 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 85 132 CHF | 18 526 CHF | 99,17% | 99,17% |
18/11/2024 | 8,84% | 0,11 CHF | 0,12 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 81 281 CHF | 17 756 CHF | 99,23% | 99,23% |
15/11/2024 | 10,24% | 0,10 CHF | 0,11 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 69 680 CHF | 15 436 CHF | 99,17% | 99,17% |
14/11/2024 | 9,77% | 0,10 CHF | 0,11 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 73 332 CHF | 16 167 CHF | 99,16% | 99,16% |
13/11/2024 | 13,60% | 0,06 CHF | 0,07 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 51 611 CHF | 11 822 CHF | 99,16% | 99,16% |
12/11/2024 | 12,63% | 0,07 CHF | 0,08 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 55 896 CHF | 12 679 CHF | 99,16% | 99,16% |
11/11/2024 | 8,14% | 0,09 CHF | 0,10 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 90 185 CHF | 19 537 CHF | 99,17% | 99,17% |
08/11/2024 | 6,58% | 0,14 CHF | 0,15 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 110 901 CHF | 23 680 CHF | 99,17% | 99,17% |
07/11/2024 | 6,25% | 0,15 CHF | 0,16 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 116 736 CHF | 24 847 CHF | 98,27% | 98,27% |