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 | 200 000 | 250 000 | 177 400 | 10 000 CHF | 8 870 CHF | 99,37% | 99,37% |
19/11/2024 | 21,92% | 0,04 CHF | 0,05 CHF | 250 000 | 150 000 | 250 000 | 179 477 | 10 189 CHF | 9 087 CHF | 99,38% | 99,38% |
18/11/2024 | 18,49% | 0,05 CHF | 0,06 CHF | 250 000 | 150 000 | 250 000 | 150 000 | 12 307 CHF | 8 884 CHF | 99,37% | 99,37% |
15/11/2024 | 17,08% | 0,05 CHF | 0,06 CHF | 250 000 | 150 000 | 250 000 | 150 000 | 13 483 CHF | 9 590 CHF | 99,36% | 99,36% |
14/11/2024 | 15,79% | 0,06 CHF | 0,07 CHF | 250 000 | 150 000 | 250 000 | 150 000 | 14 635 CHF | 10 281 CHF | 99,38% | 99,38% |
13/11/2024 | 18,17% | 0,05 CHF | 0,06 CHF | 250 000 | 150 000 | 250 000 | 150 000 | 12 506 CHF | 9 004 CHF | 99,38% | 99,38% |
12/11/2024 | 17,82% | 0,05 CHF | 0,06 CHF | 250 000 | 150 000 | 250 000 | 150 000 | 12 823 CHF | 9 194 CHF | 99,15% | 99,15% |
11/11/2024 | 15,38% | 0,06 CHF | 0,07 CHF | 250 000 | 150 000 | 250 000 | 150 000 | 15 000 CHF | 10 500 CHF | 99,38% | 99,38% |
08/11/2024 | 15,38% | 0,06 CHF | 0,07 CHF | 250 000 | 150 000 | 250 000 | 150 000 | 15 000 CHF | 10 500 CHF | 99,37% | 99,37% |
07/11/2024 | 13,87% | 0,07 CHF | 0,08 CHF | 250 000 | 150 000 | 250 000 | 150 000 | 16 844 CHF | 11 607 CHF | 96,22% | 96,22% |