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 | 11,21% | 0,08 CHF | 0,09 CHF | 250 000 | 100 000 | 250 000 | 97 501 | 21 129 CHF | 9 202 CHF | 99,38% | 99,38% |
19/11/2024 | 11,18% | 0,09 CHF | 0,10 CHF | 250 000 | 75 000 | 250 000 | 94 377 | 21 213 CHF | 8 904 CHF | 99,38% | 99,38% |
18/11/2024 | 9,53% | 0,10 CHF | 0,11 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 24 976 CHF | 8 243 CHF | 99,38% | 99,38% |
15/11/2024 | 8,51% | 0,10 CHF | 0,11 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 28 194 CHF | 9 208 CHF | 99,36% | 99,36% |
14/11/2024 | 8,35% | 0,13 CHF | 0,14 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 28 749 CHF | 9 375 CHF | 99,38% | 99,38% |
13/11/2024 | 8,83% | 0,11 CHF | 0,12 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 27 095 CHF | 8 879 CHF | 99,38% | 99,38% |
12/11/2024 | 8,90% | 0,11 CHF | 0,12 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 26 903 CHF | 8 821 CHF | 99,15% | 99,15% |
11/11/2024 | 7,94% | 0,12 CHF | 0,13 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 30 262 CHF | 9 829 CHF | 99,38% | 99,38% |
08/11/2024 | 8,07% | 0,12 CHF | 0,13 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 29 746 CHF | 9 674 CHF | 99,37% | 99,37% |
07/11/2024 | 7,39% | 0,13 CHF | 0,14 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 32 587 CHF | 10 526 CHF | 96,22% | 96,22% |