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 | 22,05% | 0,04 CHF | 0,05 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 30 328 CHF | 5 044 CHF | 99,17% | 99,17% |
19/11/2024 | 19,12% | 0,04 CHF | 0,05 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 35 813 CHF | 5 775 CHF | 99,17% | 99,17% |
18/11/2024 | 18,13% | 0,06 CHF | 0,07 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 37 835 CHF | 6 045 CHF | 99,23% | 99,23% |
15/11/2024 | 16,61% | 0,05 CHF | 0,06 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 41 713 CHF | 6 562 CHF | 99,17% | 99,17% |
14/11/2024 | 16,66% | 0,06 CHF | 0,07 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 41 599 CHF | 6 547 CHF | 99,15% | 99,15% |
13/11/2024 | 17,27% | 0,05 CHF | 0,06 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 39 945 CHF | 6 326 CHF | 99,16% | 99,16% |
12/11/2024 | 16,05% | 0,05 CHF | 0,06 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 43 217 CHF | 6 762 CHF | 99,17% | 99,17% |
11/11/2024 | 12,77% | 0,08 CHF | 0,09 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 55 215 CHF | 8 362 CHF | 99,17% | 99,17% |
08/11/2024 | 13,20% | 0,07 CHF | 0,08 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 53 191 CHF | 8 092 CHF | 99,17% | 99,17% |
07/11/2024 | 10,81% | 0,09 CHF | 0,10 CHF | 600 000 | 100 000 | 665 239 | 100 000 | 58 150 CHF | 9 786 CHF | 98,26% | 98,26% |