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 | 21,20% | 0,04 CHF | 0,05 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 20 800 CHF | 8 433 CHF | 98,68% | 98,68% |
19/11/2024 | 14,81% | 0,06 CHF | 0,07 CHF | 450 000 | 150 000 | 450 000 | 149 998 | 28 482 CHF | 10 994 CHF | 99,38% | 99,38% |
18/11/2024 | 12,15% | 0,09 CHF | 0,10 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 35 871 CHF | 13 457 CHF | 99,25% | 99,25% |
15/11/2024 | 15,20% | 0,05 CHF | 0,06 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 27 636 CHF | 10 712 CHF | 99,38% | 99,38% |
14/11/2024 | 13,50% | 0,07 CHF | 0,08 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 31 168 CHF | 11 889 CHF | 99,38% | 99,38% |
13/11/2024 | 15,94% | 0,06 CHF | 0,07 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 26 103 CHF | 10 201 CHF | 99,37% | 99,37% |
12/11/2024 | 13,00% | 0,07 CHF | 0,08 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 32 451 CHF | 12 317 CHF | 99,37% | 99,37% |
11/11/2024 | 12,55% | 0,09 CHF | 0,10 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 33 894 CHF | 12 798 CHF | 99,38% | 99,38% |
08/11/2024 | 14,04% | 0,07 CHF | 0,08 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 30 141 CHF | 11 547 CHF | 99,37% | 99,37% |
07/11/2024 | 11,50% | 0,07 CHF | 0,08 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 37 252 CHF | 13 917 CHF | 98,37% | 98,37% |