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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 22,22% | 0,04 CHF | 0,05 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 30 000 CHF | 12 500 CHF | 99,29% | 99,29% |
20/11/2024 | 23,82% | 0,03 CHF | 0,04 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 28 109 CHF | 11 870 CHF | 99,38% | 99,38% |
19/11/2024 | 26,24% | 0,03 CHF | 0,04 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 25 249 CHF | 10 917 CHF | 99,38% | 99,38% |
18/11/2024 | 22,56% | 0,03 CHF | 0,04 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 30 089 CHF | 12 530 CHF | 99,37% | 99,37% |
15/11/2024 | 16,98% | 0,05 CHF | 0,06 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 40 739 CHF | 16 080 CHF | 99,34% | 99,34% |
14/11/2024 | 13,71% | 0,07 CHF | 0,08 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 51 141 CHF | 19 547 CHF | 99,37% | 99,37% |
13/11/2024 | 15,01% | 0,06 CHF | 0,07 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 46 366 CHF | 17 955 CHF | 99,38% | 99,38% |
12/11/2024 | 15,63% | 0,06 CHF | 0,07 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 44 567 CHF | 17 356 CHF | 99,15% | 99,15% |
11/11/2024 | 14,33% | 0,06 CHF | 0,07 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 48 861 CHF | 18 787 CHF | 99,13% | 99,13% |
08/11/2024 | 13,59% | 0,07 CHF | 0,08 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 51 546 CHF | 19 682 CHF | 99,38% | 99,38% |