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 | 11,94% | 0,08 CHF | 0,09 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 59 215 CHF | 13 343 CHF | 99,38% | 99,38% |
19/11/2024 | 13,20% | 0,07 CHF | 0,08 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 53 307 CHF | 12 161 CHF | 99,37% | 99,37% |
18/11/2024 | 12,46% | 0,08 CHF | 0,09 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 56 681 CHF | 12 836 CHF | 99,37% | 99,37% |
15/11/2024 | 8,72% | 0,09 CHF | 0,10 CHF | 750 000 | 150 000 | 746 591 | 150 000 | 82 713 CHF | 18 131 CHF | 99,34% | 99,34% |
14/11/2024 | 8,30% | 0,12 CHF | 0,13 CHF | 750 000 | 150 000 | 717 071 | 150 000 | 83 356 CHF | 19 044 CHF | 99,18% | 99,18% |
13/11/2024 | 6,05% | 0,15 CHF | 0,16 CHF | 600 000 | 150 000 | 600 000 | 150 000 | 96 480 CHF | 25 620 CHF | 99,37% | 99,37% |
12/11/2024 | 4,78% | 0,19 CHF | 0,20 CHF | 600 000 | 150 000 | 523 742 | 150 000 | 106 610 CHF | 32 258 CHF | 99,12% | 99,12% |
11/11/2024 | 3,72% | 0,24 CHF | 0,25 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 119 383 CHF | 41 294 CHF | 99,13% | 99,13% |
08/11/2024 | 3,32% | 0,26 CHF | 0,27 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 133 719 CHF | 46 073 CHF | 99,37% | 99,37% |
07/11/2024 | 2,33% | 0,37 CHF | 0,38 CHF | 450 000 | 150 000 | 409 618 | 150 000 | 173 754 CHF | 66 247 CHF | 98,56% | 98,56% |