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 | 5,41% | 0,16 CHF | 0,17 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 9 037 CHF | 9 537 CHF | 99,95% | 99,95% |
19/11/2024 | 6,28% | 0,17 CHF | 0,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 7 730 CHF | 8 230 CHF | 97,16% | 97,16% |
18/11/2024 | 7,02% | 0,13 CHF | 0,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 6 877 CHF | 7 377 CHF | 99,88% | 99,88% |
15/11/2024 | 6,97% | 0,14 CHF | 0,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 6 931 CHF | 7 431 CHF | 100,00% | 100,00% |
14/11/2024 | 6,75% | 0,15 CHF | 0,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 7 164 CHF | 7 664 CHF | 99,52% | 99,52% |
13/11/2024 | 6,68% | 0,14 CHF | 0,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 7 243 CHF | 7 743 CHF | 99,95% | 99,95% |
12/11/2024 | 5,96% | 0,15 CHF | 0,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 8 148 CHF | 8 648 CHF | 99,75% | 99,75% |
11/11/2024 | 5,28% | 0,18 CHF | 0,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 9 218 CHF | 9 718 CHF | 99,81% | 99,81% |
08/11/2024 | 5,66% | 0,17 CHF | 0,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 8 581 CHF | 9 081 CHF | 99,82% | 99,82% |
07/11/2024 | 5,50% | 0,18 CHF | 0,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 8 867 CHF | 9 367 CHF | 96,72% | 96,72% |