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 | 8,90% | 0,10 CHF | 0,11 CHF | 600 000 | 200 000 | 562 902 | 187 634 | 60 500 CHF | 22 043 CHF | 99,17% | 99,17% |
19/11/2024 | 9,82% | 0,10 CHF | 0,11 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 58 288 CHF | 21 429 CHF | 99,16% | 99,16% |
18/11/2024 | 10,13% | 0,10 CHF | 0,11 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 56 383 CHF | 20 794 CHF | 99,23% | 99,23% |
15/11/2024 | 9,04% | 0,10 CHF | 0,11 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 63 518 CHF | 23 173 CHF | 99,17% | 99,17% |
14/11/2024 | 10,27% | 0,10 CHF | 0,11 CHF | 600 000 | 200 000 | 617 040 | 205 680 | 57 263 CHF | 21 145 CHF | 99,16% | 99,16% |
13/11/2024 | 12,32% | 0,08 CHF | 0,09 CHF | 750 000 | 250 000 | 711 962 | 237 321 | 54 321 CHF | 20 480 CHF | 99,17% | 99,17% |
12/11/2024 | 7,01% | 0,11 CHF | 0,12 CHF | 600 000 | 200 000 | 505 099 | 168 366 | 69 451 CHF | 24 834 CHF | 99,17% | 99,17% |
11/11/2024 | 4,30% | 0,19 CHF | 0,20 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 103 010 CHF | 35 837 CHF | 99,17% | 99,17% |
08/11/2024 | 4,43% | 0,22 CHF | 0,23 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 99 367 CHF | 34 622 CHF | 99,17% | 99,17% |
07/11/2024 | 4,24% | 0,23 CHF | 0,24 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 103 869 CHF | 36 123 CHF | 98,26% | 98,26% |