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 | 18,08% | 0,05 CHF | 0,06 CHF | 250 000 | 150 000 | 250 000 | 150 000 | 12 595 CHF | 9 057 CHF | 99,38% | 99,38% |
19/11/2024 | 17,72% | 0,05 CHF | 0,06 CHF | 250 000 | 150 000 | 250 000 | 146 203 | 12 909 CHF | 8 980 CHF | 99,38% | 99,38% |
18/11/2024 | 15,38% | 0,06 CHF | 0,07 CHF | 250 000 | 100 000 | 250 000 | 100 479 | 15 000 CHF | 7 034 CHF | 99,37% | 99,37% |
15/11/2024 | 12,87% | 0,06 CHF | 0,07 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 18 275 CHF | 8 310 CHF | 99,36% | 99,36% |
14/11/2024 | 12,58% | 0,08 CHF | 0,09 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 18 699 CHF | 8 480 CHF | 99,38% | 99,38% |
13/11/2024 | 13,34% | 0,07 CHF | 0,08 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 17 487 CHF | 7 995 CHF | 99,38% | 99,38% |
12/11/2024 | 13,41% | 0,07 CHF | 0,08 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 17 415 CHF | 7 966 CHF | 99,15% | 99,15% |
11/11/2024 | 11,76% | 0,08 CHF | 0,09 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 20 011 CHF | 9 005 CHF | 99,38% | 99,38% |
08/11/2024 | 11,97% | 0,08 CHF | 0,09 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 19 681 CHF | 8 872 CHF | 99,37% | 99,37% |
07/11/2024 | 10,65% | 0,09 CHF | 0,10 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 22 257 CHF | 9 903 CHF | 96,22% | 96,22% |