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 | 9,40% | 0,10 CHF | 0,11 CHF | 750 000 | 60 000 | 750 000 | 60 000 | 76 162 CHF | 6 693 CHF | 98,83% | 98,83% |
19/11/2024 | 9,85% | 0,10 CHF | 0,11 CHF | 750 000 | 60 000 | 750 000 | 60 000 | 72 719 CHF | 6 418 CHF | 99,17% | 99,17% |
18/11/2024 | 9,57% | 0,11 CHF | 0,12 CHF | 750 000 | 60 000 | 750 000 | 60 000 | 74 689 CHF | 6 575 CHF | 99,22% | 99,22% |
15/11/2024 | 8,04% | 0,11 CHF | 0,12 CHF | 750 000 | 60 000 | 750 000 | 60 000 | 89 661 CHF | 7 773 CHF | 99,16% | 99,16% |
14/11/2024 | 7,15% | 0,14 CHF | 0,14 CHF | 750 000 | 60 000 | 750 000 | 60 000 | 101 355 CHF | 8 708 CHF | 99,15% | 99,15% |
13/11/2024 | 7,48% | 0,13 CHF | 0,14 CHF | 750 000 | 60 000 | 750 000 | 60 000 | 96 659 CHF | 8 333 CHF | 98,96% | 98,96% |
12/11/2024 | 6,57% | 0,13 CHF | 0,14 CHF | 750 000 | 60 000 | 737 731 | 60 000 | 108 958 CHF | 9 482 CHF | 99,16% | 99,16% |
11/11/2024 | 5,49% | 0,19 CHF | 0,20 CHF | 600 000 | 60 000 | 600 000 | 60 000 | 106 421 CHF | 11 242 CHF | 99,17% | 99,17% |
08/11/2024 | 6,33% | 0,16 CHF | 0,17 CHF | 600 000 | 60 000 | 727 130 | 60 000 | 111 154 CHF | 9 787 CHF | 99,16% | 99,16% |
07/11/2024 | 6,04% | 0,16 CHF | 0,17 CHF | 750 000 | 60 000 | 639 976 | 60 000 | 102 684 CHF | 10 245 CHF | 97,77% | 97,77% |