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 | 25,63% | 0,04 CHF | 0,05 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 25 674 CHF | 11 058 CHF | 99,17% | 99,17% |
19/11/2024 | 32,49% | 0,03 CHF | 0,04 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 19 753 CHF | 9 084 CHF | 99,16% | 99,16% |
18/11/2024 | 20,62% | 0,04 CHF | 0,05 CHF | 750 000 | 250 000 | 732 150 | 244 050 | 32 197 CHF | 13 173 CHF | 99,23% | 99,23% |
15/11/2024 | 10,79% | 0,07 CHF | 0,08 CHF | 600 000 | 200 000 | 465 787 | 155 262 | 41 128 CHF | 15 262 CHF | 99,17% | 99,17% |
14/11/2024 | 7,33% | 0,13 CHF | 0,14 CHF | 450 000 | 150 000 | 433 493 | 144 498 | 56 901 CHF | 20 412 CHF | 99,15% | 99,15% |
13/11/2024 | 6,65% | 0,14 CHF | 0,15 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 43 712 CHF | 15 571 CHF | 99,16% | 99,16% |
12/11/2024 | 6,12% | 0,15 CHF | 0,16 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 47 655 CHF | 16 885 CHF | 99,16% | 99,16% |
11/11/2024 | 5,83% | 0,17 CHF | 0,18 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 50 007 CHF | 17 669 CHF | 99,17% | 99,17% |
08/11/2024 | 4,92% | 0,17 CHF | 0,18 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 59 619 CHF | 20 873 CHF | 99,17% | 99,17% |
07/11/2024 | 3,98% | 0,24 CHF | 0,25 CHF | 225 000 | 75 000 | 225 009 | 75 003 | 55 441 CHF | 19 230 CHF | 98,26% | 98,26% |