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 | 12,80% | 0,06 CHF | 0,07 CHF | 600 000 | 100 000 | 600 000 | 100 000 | 44 492 CHF | 8 415 CHF | 99,14% | 99,14% |
19/11/2024 | 13,47% | 0,07 CHF | 0,08 CHF | 600 000 | 100 000 | 600 000 | 100 000 | 41 922 CHF | 7 987 CHF | 99,38% | 99,38% |
18/11/2024 | 11,82% | 0,08 CHF | 0,09 CHF | 600 000 | 100 000 | 600 000 | 100 000 | 47 929 CHF | 8 988 CHF | 99,23% | 99,23% |
15/11/2024 | 7,57% | 0,10 CHF | 0,11 CHF | 600 000 | 100 000 | 600 000 | 100 000 | 76 723 CHF | 13 787 CHF | 98,78% | 98,78% |
14/11/2024 | 6,19% | 0,18 CHF | 0,19 CHF | 600 000 | 100 000 | 600 000 | 100 000 | 94 138 CHF | 16 690 CHF | 99,38% | 99,38% |
13/11/2024 | 6,36% | 0,14 CHF | 0,15 CHF | 600 000 | 100 000 | 600 000 | 100 000 | 91 620 CHF | 16 270 CHF | 99,37% | 99,37% |
12/11/2024 | 5,24% | 0,18 CHF | 0,19 CHF | 600 000 | 100 000 | 600 000 | 100 000 | 111 733 CHF | 19 622 CHF | 99,37% | 99,37% |
11/11/2024 | 4,14% | 0,22 CHF | 0,23 CHF | 600 000 | 100 000 | 600 000 | 100 000 | 142 163 CHF | 24 694 CHF | 99,38% | 99,38% |
08/11/2024 | 3,82% | 0,23 CHF | 0,24 CHF | 600 000 | 100 000 | 600 000 | 100 000 | 155 459 CHF | 26 910 CHF | 99,37% | 99,37% |
07/11/2024 | 3,39% | 0,30 CHF | 0,31 CHF | 600 000 | 100 000 | 600 000 | 100 000 | 175 357 CHF | 30 226 CHF | 99,28% | 99,28% |