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 | 9,00% | 0,10 CHF | 0,11 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 48 052 CHF | 17 517 CHF | 98,68% | 98,68% |
19/11/2024 | 9,13% | 0,11 CHF | 0,12 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 47 226 CHF | 17 242 CHF | 99,38% | 99,38% |
18/11/2024 | 10,85% | 0,08 CHF | 0,09 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 39 601 CHF | 14 700 CHF | 99,25% | 99,25% |
15/11/2024 | 8,14% | 0,11 CHF | 0,12 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 53 210 CHF | 19 237 CHF | 99,38% | 99,38% |
14/11/2024 | 8,23% | 0,11 CHF | 0,12 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 52 598 CHF | 19 033 CHF | 99,38% | 99,38% |
13/11/2024 | 7,50% | 0,13 CHF | 0,14 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 57 846 CHF | 20 782 CHF | 99,38% | 99,38% |
12/11/2024 | 7,78% | 0,13 CHF | 0,14 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 55 696 CHF | 20 065 CHF | 99,38% | 99,38% |
11/11/2024 | 8,10% | 0,11 CHF | 0,12 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 53 359 CHF | 19 286 CHF | 99,38% | 99,38% |
08/11/2024 | 7,04% | 0,13 CHF | 0,14 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 61 869 CHF | 22 123 CHF | 99,37% | 99,37% |
07/11/2024 | 7,83% | 0,13 CHF | 0,14 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 55 495 CHF | 19 998 CHF | 98,38% | 98,38% |