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 | 6,67% | 0,12 CHF | 0,13 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 3 679 CHF | 3 929 CHF | 99,96% | 99,96% |
19/11/2024 | 8,82% | 0,13 CHF | 0,14 CHF | 25 000 | 25 000 | 25 964 | 25 969 | 2 831 CHF | 3 091 CHF | 97,19% | 97,19% |
18/11/2024 | 10,93% | 0,09 CHF | 0,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 4 336 CHF | 4 836 CHF | 99,88% | 99,88% |
15/11/2024 | 10,73% | 0,09 CHF | 0,10 CHF | 50 000 | 50 000 | 49 670 | 49 670 | 4 393 CHF | 4 890 CHF | 100,00% | 100,00% |
14/11/2024 | 9,72% | 0,11 CHF | 0,12 CHF | 25 000 | 25 000 | 43 767 | 43 768 | 4 259 CHF | 4 696 CHF | 99,53% | 99,53% |
13/11/2024 | 9,37% | 0,10 CHF | 0,11 CHF | 50 000 | 50 000 | 45 010 | 45 011 | 4 551 CHF | 5 001 CHF | 99,96% | 99,96% |
12/11/2024 | 7,56% | 0,10 CHF | 0,11 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 3 192 CHF | 3 442 CHF | 99,75% | 99,75% |
11/11/2024 | 6,23% | 0,15 CHF | 0,16 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 3 891 CHF | 4 141 CHF | 99,80% | 99,80% |
08/11/2024 | 6,90% | 0,14 CHF | 0,15 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 3 503 CHF | 3 753 CHF | 99,83% | 99,83% |
07/11/2024 | 6,67% | 0,15 CHF | 0,16 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 3 645 CHF | 3 895 CHF | 96,72% | 96,72% |