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 | 16,27% | 0,07 CHF | 0,08 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 26 317 CHF | 10 272 CHF | 98,68% | 98,68% |
19/11/2024 | 18,34% | 0,05 CHF | 0,06 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 22 552 CHF | 9 017 CHF | 99,38% | 99,38% |
18/11/2024 | 20,89% | 0,04 CHF | 0,05 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 19 480 CHF | 7 993 CHF | 99,26% | 99,26% |
15/11/2024 | 16,91% | 0,04 CHF | 0,05 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 24 857 CHF | 9 786 CHF | 99,38% | 99,38% |
14/11/2024 | 15,63% | 0,05 CHF | 0,06 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 26 660 CHF | 10 387 CHF | 99,37% | 99,37% |
13/11/2024 | 13,03% | 0,07 CHF | 0,08 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 32 372 CHF | 12 291 CHF | 99,37% | 99,37% |
12/11/2024 | 13,44% | 0,07 CHF | 0,08 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 31 264 CHF | 11 921 CHF | 99,38% | 99,38% |
11/11/2024 | 15,27% | 0,05 CHF | 0,06 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 27 565 CHF | 10 688 CHF | 99,38% | 99,38% |
08/11/2024 | 10,91% | 0,08 CHF | 0,09 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 39 288 CHF | 14 596 CHF | 99,38% | 99,38% |
07/11/2024 | 13,70% | 0,07 CHF | 0,08 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 31 011 CHF | 11 837 CHF | 98,38% | 98,38% |