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 | 22,22% | 0,04 CHF | 0,05 CHF | 250 000 | 150 000 | 250 000 | 150 000 | 10 000 CHF | 7 500 CHF | 99,38% | 99,38% |
19/11/2024 | 21,59% | 0,04 CHF | 0,05 CHF | 250 000 | 150 000 | 250 000 | 144 321 | 10 390 CHF | 7 394 CHF | 99,38% | 99,38% |
18/11/2024 | 18,18% | 0,05 CHF | 0,06 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 12 500 CHF | 6 000 CHF | 99,38% | 99,38% |
15/11/2024 | 14,70% | 0,05 CHF | 0,06 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 15 857 CHF | 7 343 CHF | 99,36% | 99,36% |
14/11/2024 | 14,40% | 0,07 CHF | 0,08 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 16 199 CHF | 7 480 CHF | 99,38% | 99,38% |
13/11/2024 | 15,57% | 0,06 CHF | 0,07 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 14 837 CHF | 6 935 CHF | 99,38% | 99,38% |
12/11/2024 | 15,57% | 0,06 CHF | 0,07 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 14 847 CHF | 6 939 CHF | 99,15% | 99,15% |
11/11/2024 | 13,29% | 0,07 CHF | 0,08 CHF | 250 000 | 100 000 | 250 000 | 99 887 | 17 573 CHF | 8 019 CHF | 99,38% | 99,38% |
08/11/2024 | 13,47% | 0,07 CHF | 0,08 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 17 338 CHF | 7 935 CHF | 99,37% | 99,37% |
07/11/2024 | 11,90% | 0,08 CHF | 0,09 CHF | 250 000 | 75 000 | 250 000 | 77 457 | 19 784 CHF | 6 885 CHF | 96,22% | 96,22% |