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 | 12,50% | 0,08 CHF | 0,09 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 3 765 CHF | 4 265 CHF | 99,96% | 99,96% |
19/11/2024 | 12,86% | 0,08 CHF | 0,09 CHF | 50 000 | 50 000 | 51 044 | 51 043 | 3 734 CHF | 4 244 CHF | 99,82% | 99,82% |
18/11/2024 | 11,81% | 0,08 CHF | 0,09 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 3 994 CHF | 4 494 CHF | 99,88% | 99,88% |
15/11/2024 | 11,68% | 0,09 CHF | 0,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 4 034 CHF | 4 534 CHF | 100,00% | 100,00% |
14/11/2024 | 12,65% | 0,08 CHF | 0,09 CHF | 50 000 | 50 000 | 53 575 | 53 575 | 3 953 CHF | 4 488 CHF | 99,65% | 99,65% |
13/11/2024 | 15,49% | 0,06 CHF | 0,07 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 4 476 CHF | 5 226 CHF | 99,93% | 99,93% |
12/11/2024 | 14,30% | 0,06 CHF | 0,07 CHF | 75 000 | 75 000 | 67 171 | 67 172 | 4 341 CHF | 5 012 CHF | 99,78% | 99,78% |
11/11/2024 | 11,64% | 0,08 CHF | 0,09 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 4 049 CHF | 4 549 CHF | 99,82% | 99,82% |
08/11/2024 | 11,85% | 0,08 CHF | 0,09 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 3 975 CHF | 4 475 CHF | 99,81% | 99,81% |
07/11/2024 | 13,31% | 0,07 CHF | 0,08 CHF | 50 000 | 50 000 | 50 298 | 50 296 | 3 529 CHF | 4 031 CHF | 99,90% | 99,90% |