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 | 11,62% | 0,09 CHF | 0,10 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 60 851 CHF | 22 784 CHF | 99,29% | 99,29% |
20/11/2024 | 12,12% | 0,07 CHF | 0,08 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 58 355 CHF | 21 952 CHF | 99,37% | 99,37% |
19/11/2024 | 12,56% | 0,07 CHF | 0,08 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 56 216 CHF | 21 239 CHF | 99,38% | 99,38% |
18/11/2024 | 11,02% | 0,07 CHF | 0,08 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 64 982 CHF | 24 161 CHF | 99,37% | 99,37% |
15/11/2024 | 9,07% | 0,09 CHF | 0,10 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 79 230 CHF | 28 910 CHF | 99,35% | 99,35% |
14/11/2024 | 7,80% | 0,12 CHF | 0,13 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 92 489 CHF | 33 330 CHF | 99,37% | 99,37% |
13/11/2024 | 8,13% | 0,12 CHF | 0,13 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 88 607 CHF | 32 036 CHF | 99,38% | 99,38% |
12/11/2024 | 8,29% | 0,11 CHF | 0,12 CHF | 750 000 | 250 000 | 748 957 | 249 652 | 86 876 CHF | 31 455 CHF | 99,15% | 99,15% |
11/11/2024 | 7,93% | 0,12 CHF | 0,13 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 90 831 CHF | 32 777 CHF | 99,13% | 99,13% |
08/11/2024 | 7,84% | 0,12 CHF | 0,13 CHF | 750 000 | 250 000 | 743 864 | 247 955 | 91 209 CHF | 32 883 CHF | 99,38% | 99,38% |