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 | 12,19% | 0,08 CHF | 0,09 CHF | 50 000 | 50 000 | 52 594 | 52 594 | 4 044 CHF | 4 570 CHF | 99,96% | 99,96% |
19/11/2024 | 12,61% | 0,08 CHF | 0,09 CHF | 50 000 | 50 000 | 53 551 | 53 550 | 3 973 CHF | 4 508 CHF | 99,81% | 99,81% |
18/11/2024 | 10,80% | 0,09 CHF | 0,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 4 394 CHF | 4 894 CHF | 99,90% | 99,90% |
15/11/2024 | 8,16% | 0,10 CHF | 0,11 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 5 901 CHF | 6 401 CHF | 100,00% | 100,00% |
14/11/2024 | 6,31% | 0,15 CHF | 0,16 CHF | 50 000 | 50 000 | 32 825 | 32 827 | 4 982 CHF | 5 311 CHF | 99,65% | 99,65% |
13/11/2024 | 6,12% | 0,17 CHF | 0,18 CHF | 25 000 | 25 000 | 32 283 | 32 283 | 5 072 CHF | 5 394 CHF | 99,94% | 99,94% |
12/11/2024 | 5,09% | 0,19 CHF | 0,20 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 4 786 CHF | 5 036 CHF | 99,82% | 99,82% |
11/11/2024 | 4,36% | 0,22 CHF | 0,23 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 5 611 CHF | 5 861 CHF | 99,81% | 99,81% |
08/11/2024 | 5,15% | 0,20 CHF | 0,21 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 4 732 CHF | 4 982 CHF | 99,88% | 99,88% |
07/11/2024 | 6,04% | 0,17 CHF | 0,18 CHF | 25 000 | 25 000 | 32 796 | 32 796 | 5 165 CHF | 5 493 CHF | 99,88% | 99,88% |