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 | 8,18% | 0,10 CHF | 0,11 CHF | 450 000 | 150 000 | 450 000 | 149 985 | 54 642 CHF | 19 712 CHF | 98,68% | 98,68% |
19/11/2024 | 6,76% | 0,14 CHF | 0,15 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 64 474 CHF | 22 991 CHF | 99,38% | 99,38% |
18/11/2024 | 6,08% | 0,16 CHF | 0,17 CHF | 450 000 | 150 000 | 450 000 | 149 997 | 71 863 CHF | 25 454 CHF | 99,26% | 99,26% |
15/11/2024 | 6,21% | 0,15 CHF | 0,16 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 70 285 CHF | 24 928 CHF | 99,38% | 99,38% |
14/11/2024 | 5,99% | 0,17 CHF | 0,18 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 72 967 CHF | 25 822 CHF | 99,38% | 99,38% |
13/11/2024 | 6,80% | 0,15 CHF | 0,16 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 64 020 CHF | 22 840 CHF | 99,37% | 99,37% |
12/11/2024 | 6,27% | 0,15 CHF | 0,16 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 69 577 CHF | 24 692 CHF | 99,38% | 99,38% |
11/11/2024 | 5,96% | 0,18 CHF | 0,19 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 73 435 CHF | 25 978 CHF | 99,38% | 99,38% |
08/11/2024 | 6,84% | 0,15 CHF | 0,16 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 63 696 CHF | 22 732 CHF | 99,38% | 99,38% |
07/11/2024 | 5,73% | 0,16 CHF | 0,17 CHF | 450 000 | 150 000 | 449 946 | 150 000 | 76 390 CHF | 26 966 CHF | 98,38% | 98,38% |