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 | 11,66% | 0,07 CHF | 0,08 CHF | 75 000 | 75 000 | 64 041 | 64 041 | 5 152 CHF | 5 792 CHF | 99,95% | 99,95% |
19/11/2024 | 13,54% | 0,08 CHF | 0,09 CHF | 75 000 | 75 000 | 75 318 | 75 320 | 5 208 CHF | 5 962 CHF | 97,17% | 97,17% |
18/11/2024 | 15,38% | 0,06 CHF | 0,07 CHF | 100 000 | 100 000 | 79 237 | 79 237 | 4 753 CHF | 5 546 CHF | 99,88% | 99,88% |
15/11/2024 | 15,21% | 0,06 CHF | 0,07 CHF | 100 000 | 100 000 | 79 089 | 79 080 | 4 804 CHF | 5 594 CHF | 100,00% | 100,00% |
14/11/2024 | 14,60% | 0,07 CHF | 0,08 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 4 770 CHF | 5 520 CHF | 99,52% | 99,52% |
13/11/2024 | 14,49% | 0,07 CHF | 0,08 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 4 811 CHF | 5 561 CHF | 99,96% | 99,96% |
12/11/2024 | 12,85% | 0,07 CHF | 0,08 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 5 469 CHF | 6 219 CHF | 99,75% | 99,75% |
11/11/2024 | 11,28% | 0,08 CHF | 0,09 CHF | 75 000 | 75 000 | 70 223 | 70 225 | 5 872 CHF | 6 574 CHF | 99,81% | 99,81% |
08/11/2024 | 11,92% | 0,08 CHF | 0,09 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 5 921 CHF | 6 671 CHF | 99,82% | 99,82% |
07/11/2024 | 11,82% | 0,08 CHF | 0,09 CHF | 75 000 | 75 000 | 74 458 | 74 461 | 5 943 CHF | 6 687 CHF | 96,72% | 96,72% |