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 | 10,68% | 0,08 CHF | 0,09 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 22 271 CHF | 9 908 CHF | 99,16% | 99,16% |
19/11/2024 | 10,82% | 0,09 CHF | 0,10 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 21 981 CHF | 9 792 CHF | 99,00% | 99,17% |
18/11/2024 | 10,61% | 0,10 CHF | 0,11 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 22 399 CHF | 9 959 CHF | 99,20% | 99,20% |
15/11/2024 | 8,95% | 0,10 CHF | 0,11 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 26 741 CHF | 11 696 CHF | 99,17% | 99,17% |
14/11/2024 | 8,35% | 0,11 CHF | 0,12 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 28 734 CHF | 12 494 CHF | 99,16% | 99,16% |
13/11/2024 | 8,15% | 0,11 CHF | 0,12 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 29 581 CHF | 12 832 CHF | 99,16% | 99,16% |
12/11/2024 | 6,80% | 0,13 CHF | 0,14 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 35 614 CHF | 15 246 CHF | 99,17% | 99,17% |
11/11/2024 | 6,16% | 0,15 CHF | 0,16 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 39 382 CHF | 16 753 CHF | 99,17% | 99,17% |
08/11/2024 | 6,33% | 0,14 CHF | 0,15 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 38 354 CHF | 16 341 CHF | 99,16% | 99,16% |
07/11/2024 | 5,49% | 0,17 CHF | 0,18 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 44 344 CHF | 18 738 CHF | 98,06% | 98,06% |