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 | 16,89% | 0,06 CHF | 0,07 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 40 976 CHF | 4 848 CHF | 99,17% | 99,17% |
19/11/2024 | 20,57% | 0,04 CHF | 0,05 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 33 324 CHF | 4 082 CHF | 99,16% | 99,16% |
18/11/2024 | 14,20% | 0,06 CHF | 0,07 CHF | 750 000 | 75 000 | 710 102 | 75 000 | 46 614 CHF | 5 724 CHF | 99,23% | 99,23% |
15/11/2024 | 8,33% | 0,10 CHF | 0,11 CHF | 600 000 | 75 000 | 479 820 | 75 000 | 55 186 CHF | 9 449 CHF | 99,17% | 99,17% |
14/11/2024 | 6,20% | 0,15 CHF | 0,16 CHF | 450 000 | 75 000 | 450 000 | 75 000 | 70 371 CHF | 12 479 CHF | 99,16% | 99,16% |
13/11/2024 | 5,81% | 0,17 CHF | 0,18 CHF | 450 000 | 75 000 | 450 000 | 75 000 | 75 270 CHF | 13 295 CHF | 99,16% | 99,16% |
12/11/2024 | 5,51% | 0,17 CHF | 0,18 CHF | 450 000 | 75 000 | 450 000 | 75 000 | 79 505 CHF | 14 001 CHF | 99,16% | 99,16% |
11/11/2024 | 5,41% | 0,18 CHF | 0,19 CHF | 450 000 | 75 000 | 450 000 | 75 000 | 80 980 CHF | 14 247 CHF | 99,17% | 99,17% |
08/11/2024 | 4,74% | 0,18 CHF | 0,19 CHF | 450 000 | 75 000 | 450 000 | 75 000 | 92 744 CHF | 16 207 CHF | 99,16% | 99,16% |
07/11/2024 | 4,08% | 0,23 CHF | 0,24 CHF | 450 000 | 75 000 | 342 435 | 75 000 | 81 845 CHF | 18 770 CHF | 98,26% | 98,26% |