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 | 11,62% | 0,08 CHF | 0,09 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 60 867 CHF | 22 789 CHF | 99,38% | 99,38% |
19/11/2024 | 13,14% | 0,08 CHF | 0,09 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 53 436 CHF | 20 312 CHF | 99,38% | 99,38% |
18/11/2024 | 12,13% | 0,08 CHF | 0,09 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 58 271 CHF | 21 924 CHF | 99,38% | 99,38% |
15/11/2024 | 11,53% | 0,07 CHF | 0,08 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 61 892 CHF | 23 131 CHF | 99,34% | 99,34% |
14/11/2024 | 10,43% | 0,09 CHF | 0,10 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 68 258 CHF | 25 253 CHF | 99,38% | 99,38% |
13/11/2024 | 9,43% | 0,10 CHF | 0,11 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 75 853 CHF | 27 784 CHF | 99,38% | 99,38% |
12/11/2024 | 8,16% | 0,11 CHF | 0,12 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 88 324 CHF | 31 941 CHF | 99,15% | 99,15% |
11/11/2024 | 8,49% | 0,12 CHF | 0,13 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 84 754 CHF | 30 751 CHF | 99,13% | 99,13% |
08/11/2024 | 8,68% | 0,12 CHF | 0,13 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 82 708 CHF | 30 069 CHF | 99,37% | 99,37% |
07/11/2024 | 9,61% | 0,10 CHF | 0,11 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 74 377 CHF | 27 292 CHF | 98,56% | 98,56% |