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 | 10,29% | 0,10 CHF | 0,11 CHF | 50 000 | 50 000 | 70 934 | 70 934 | 6 526 CHF | 7 235 CHF | 99,95% | 99,95% |
19/11/2024 | 8,78% | 0,10 CHF | 0,11 CHF | 75 000 | 75 000 | 53 549 | 53 549 | 5 812 CHF | 6 348 CHF | 97,16% | 97,16% |
18/11/2024 | 7,94% | 0,12 CHF | 0,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 6 054 CHF | 6 554 CHF | 99,88% | 99,88% |
15/11/2024 | 7,86% | 0,12 CHF | 0,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 6 118 CHF | 6 618 CHF | 100,00% | 100,00% |
14/11/2024 | 8,15% | 0,11 CHF | 0,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 5 890 CHF | 6 390 CHF | 99,53% | 99,53% |
13/11/2024 | 8,18% | 0,12 CHF | 0,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 5 869 CHF | 6 369 CHF | 99,95% | 99,95% |
12/11/2024 | 9,25% | 0,12 CHF | 0,13 CHF | 50 000 | 50 000 | 52 875 | 52 876 | 5 451 CHF | 5 980 CHF | 99,75% | 99,75% |
11/11/2024 | 9,96% | 0,10 CHF | 0,11 CHF | 75 000 | 75 000 | 74 700 | 74 699 | 7 143 CHF | 7 890 CHF | 99,80% | 99,80% |
08/11/2024 | 9,42% | 0,10 CHF | 0,11 CHF | 50 000 | 50 000 | 59 702 | 59 705 | 6 039 CHF | 6 637 CHF | 99,83% | 99,83% |
07/11/2024 | 9,35% | 0,10 CHF | 0,11 CHF | 75 000 | 75 000 | 69 068 | 69 068 | 7 008 CHF | 7 699 CHF | 96,72% | 96,72% |