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 | 8,43% | 0,10 CHF | 0,11 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 5 718 CHF | 6 218 CHF | 99,95% | 99,95% |
19/11/2024 | 9,78% | 0,11 CHF | 0,12 CHF | 50 000 | 50 000 | 59 273 | 59 274 | 5 721 CHF | 6 314 CHF | 97,14% | 97,14% |
18/11/2024 | 10,92% | 0,09 CHF | 0,10 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 6 501 CHF | 7 251 CHF | 99,88% | 99,88% |
15/11/2024 | 10,87% | 0,09 CHF | 0,10 CHF | 75 000 | 75 000 | 74 670 | 74 670 | 6 504 CHF | 7 251 CHF | 100,00% | 100,00% |
14/11/2024 | 10,39% | 0,10 CHF | 0,11 CHF | 50 000 | 50 000 | 71 244 | 71 244 | 6 483 CHF | 7 196 CHF | 99,53% | 99,53% |
13/11/2024 | 10,35% | 0,09 CHF | 0,10 CHF | 75 000 | 75 000 | 70 266 | 70 268 | 6 415 CHF | 7 118 CHF | 99,95% | 99,95% |
12/11/2024 | 9,05% | 0,09 CHF | 0,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 5 287 CHF | 5 787 CHF | 99,75% | 99,75% |
11/11/2024 | 8,01% | 0,12 CHF | 0,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 5 989 CHF | 6 489 CHF | 99,80% | 99,80% |
08/11/2024 | 8,66% | 0,11 CHF | 0,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 5 527 CHF | 6 027 CHF | 99,84% | 99,84% |
07/11/2024 | 8,48% | 0,11 CHF | 0,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 5 663 CHF | 6 163 CHF | 96,73% | 96,73% |