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 | 17,14% | 0,04 CHF | 0,05 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 25 355 CHF | 9 952 CHF | 98,68% | 98,68% |
19/11/2024 | 13,03% | 0,07 CHF | 0,08 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 32 664 CHF | 12 388 CHF | 99,38% | 99,38% |
18/11/2024 | 11,28% | 0,08 CHF | 0,09 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 37 925 CHF | 14 142 CHF | 99,25% | 99,25% |
15/11/2024 | 10,51% | 0,09 CHF | 0,10 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 40 600 CHF | 15 034 CHF | 99,38% | 99,38% |
14/11/2024 | 10,15% | 0,10 CHF | 0,11 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 42 221 CHF | 15 574 CHF | 99,38% | 99,38% |
13/11/2024 | 13,35% | 0,08 CHF | 0,09 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 31 536 CHF | 12 012 CHF | 99,38% | 99,38% |
12/11/2024 | 11,44% | 0,08 CHF | 0,09 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 37 122 CHF | 13 874 CHF | 99,38% | 99,38% |
11/11/2024 | 10,56% | 0,09 CHF | 0,10 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 40 456 CHF | 14 986 CHF | 99,38% | 99,38% |
08/11/2024 | 13,01% | 0,08 CHF | 0,09 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 32 544 CHF | 12 348 CHF | 99,38% | 99,38% |
07/11/2024 | 10,13% | 0,09 CHF | 0,10 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 42 222 CHF | 15 574 CHF | 98,37% | 98,37% |