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 | 12,09% | 0,07 CHF | 0,08 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 58 444 CHF | 6 594 CHF | 98,83% | 98,83% |
19/11/2024 | 12,72% | 0,08 CHF | 0,09 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 55 721 CHF | 6 322 CHF | 99,17% | 99,17% |
18/11/2024 | 12,51% | 0,08 CHF | 0,09 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 56 426 CHF | 6 393 CHF | 99,22% | 99,22% |
15/11/2024 | 11,20% | 0,08 CHF | 0,09 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 63 444 CHF | 7 094 CHF | 99,17% | 99,17% |
14/11/2024 | 9,77% | 0,09 CHF | 0,10 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 73 169 CHF | 8 067 CHF | 99,16% | 99,16% |
13/11/2024 | 10,14% | 0,09 CHF | 0,10 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 70 439 CHF | 7 794 CHF | 98,95% | 98,95% |
12/11/2024 | 9,27% | 0,10 CHF | 0,11 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 77 402 CHF | 8 490 CHF | 99,16% | 99,16% |
11/11/2024 | 8,10% | 0,12 CHF | 0,13 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 89 028 CHF | 9 653 CHF | 99,17% | 99,17% |
08/11/2024 | 9,09% | 0,11 CHF | 0,12 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 78 889 CHF | 8 639 CHF | 99,16% | 99,16% |
07/11/2024 | 8,72% | 0,11 CHF | 0,12 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 82 412 CHF | 8 991 CHF | 97,77% | 97,77% |