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 | 8,61% | 0,10 CHF | 0,11 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 67 067 CHF | 24 356 CHF | 99,14% | 99,14% |
19/11/2024 | 8,87% | 0,11 CHF | 0,12 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 64 981 CHF | 23 660 CHF | 99,37% | 99,37% |
18/11/2024 | 8,55% | 0,11 CHF | 0,12 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 67 324 CHF | 24 441 CHF | 99,23% | 99,23% |
15/11/2024 | 6,77% | 0,12 CHF | 0,13 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 85 897 CHF | 30 632 CHF | 98,78% | 98,78% |
14/11/2024 | 5,96% | 0,18 CHF | 0,19 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 97 944 CHF | 34 648 CHF | 99,37% | 99,37% |
13/11/2024 | 6,52% | 0,14 CHF | 0,15 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 89 117 CHF | 31 706 CHF | 99,37% | 99,37% |
12/11/2024 | 5,81% | 0,16 CHF | 0,17 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 100 372 CHF | 35 457 CHF | 99,37% | 99,37% |
11/11/2024 | 4,98% | 0,19 CHF | 0,20 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 117 567 CHF | 41 189 CHF | 99,37% | 99,37% |
08/11/2024 | 4,83% | 0,19 CHF | 0,20 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 121 996 CHF | 42 665 CHF | 99,37% | 99,37% |
07/11/2024 | 4,38% | 0,22 CHF | 0,23 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 134 589 CHF | 46 863 CHF | 99,28% | 99,28% |