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 | 11,05% | 0,08 CHF | 0,09 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 40 223 CHF | 14 908 CHF | 98,68% | 98,68% |
19/11/2024 | 8,73% | 0,10 CHF | 0,11 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 49 686 CHF | 18 062 CHF | 99,38% | 99,38% |
18/11/2024 | 7,37% | 0,14 CHF | 0,15 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 59 214 CHF | 21 238 CHF | 99,26% | 99,26% |
15/11/2024 | 8,92% | 0,10 CHF | 0,11 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 48 391 CHF | 17 631 CHF | 99,38% | 99,38% |
14/11/2024 | 8,31% | 0,12 CHF | 0,13 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 51 956 CHF | 18 819 CHF | 99,37% | 99,37% |
13/11/2024 | 9,39% | 0,11 CHF | 0,12 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 45 764 CHF | 16 755 CHF | 99,37% | 99,37% |
12/11/2024 | 7,95% | 0,11 CHF | 0,12 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 54 381 CHF | 19 627 CHF | 99,38% | 99,38% |
11/11/2024 | 7,90% | 0,14 CHF | 0,15 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 54 897 CHF | 19 799 CHF | 99,38% | 99,38% |
08/11/2024 | 9,25% | 0,11 CHF | 0,12 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 46 655 CHF | 17 052 CHF | 99,38% | 99,38% |
07/11/2024 | 7,19% | 0,12 CHF | 0,13 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 60 620 CHF | 21 707 CHF | 98,38% | 98,38% |