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 | 17,73% | 0,05 CHF | 0,06 CHF | 750 000 | 125 000 | 750 000 | 125 000 | 38 710 CHF | 7 702 CHF | 98,83% | 98,83% |
19/11/2024 | 18,12% | 0,05 CHF | 0,06 CHF | 750 000 | 125 000 | 750 000 | 125 000 | 38 056 CHF | 7 593 CHF | 99,17% | 99,17% |
18/11/2024 | 18,76% | 0,06 CHF | 0,07 CHF | 750 000 | 125 000 | 750 000 | 125 000 | 36 651 CHF | 7 358 CHF | 99,22% | 99,22% |
15/11/2024 | 17,01% | 0,05 CHF | 0,06 CHF | 750 000 | 125 000 | 750 000 | 125 000 | 40 653 CHF | 8 025 CHF | 99,17% | 99,17% |
14/11/2024 | 15,31% | 0,06 CHF | 0,07 CHF | 750 000 | 125 000 | 750 000 | 125 000 | 45 290 CHF | 8 798 CHF | 99,15% | 99,15% |
13/11/2024 | 15,20% | 0,06 CHF | 0,07 CHF | 750 000 | 125 000 | 750 000 | 125 000 | 45 780 CHF | 8 880 CHF | 98,96% | 98,96% |
12/11/2024 | 13,87% | 0,07 CHF | 0,08 CHF | 750 000 | 125 000 | 750 000 | 125 000 | 50 785 CHF | 9 714 CHF | 99,16% | 99,16% |
11/11/2024 | 12,98% | 0,08 CHF | 0,09 CHF | 750 000 | 125 000 | 750 000 | 125 000 | 54 195 CHF | 10 283 CHF | 99,17% | 99,17% |
08/11/2024 | 13,57% | 0,07 CHF | 0,08 CHF | 750 000 | 125 000 | 750 000 | 125 000 | 51 673 CHF | 9 862 CHF | 99,17% | 99,17% |
07/11/2024 | 13,34% | 0,07 CHF | 0,08 CHF | 750 000 | 125 000 | 750 000 | 125 000 | 52 801 CHF | 10 050 CHF | 97,77% | 97,77% |