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 | 15,03% | 0,06 CHF | 0,07 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 37 187 CHF | 14 396 CHF | 99,14% | 99,14% |
19/11/2024 | 15,22% | 0,06 CHF | 0,07 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 36 671 CHF | 14 224 CHF | 99,38% | 99,38% |
18/11/2024 | 14,99% | 0,06 CHF | 0,07 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 37 149 CHF | 14 383 CHF | 99,22% | 99,22% |
15/11/2024 | 11,34% | 0,07 CHF | 0,08 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 50 212 CHF | 18 737 CHF | 98,78% | 98,78% |
14/11/2024 | 9,71% | 0,11 CHF | 0,12 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 59 097 CHF | 21 699 CHF | 99,37% | 99,37% |
13/11/2024 | 10,77% | 0,08 CHF | 0,09 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 52 797 CHF | 19 599 CHF | 99,37% | 99,37% |
12/11/2024 | 9,40% | 0,10 CHF | 0,11 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 60 919 CHF | 22 306 CHF | 99,37% | 99,37% |
11/11/2024 | 7,92% | 0,12 CHF | 0,13 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 72 903 CHF | 26 301 CHF | 99,38% | 99,38% |
08/11/2024 | 7,57% | 0,12 CHF | 0,13 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 76 959 CHF | 27 653 CHF | 99,37% | 99,37% |
07/11/2024 | 6,73% | 0,14 CHF | 0,15 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 86 577 CHF | 30 859 CHF | 99,30% | 99,30% |