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 | 10,85% | 0,09 CHF | 0,10 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 26 201 CHF | 9 734 CHF | 99,37% | 99,37% |
19/11/2024 | 9,37% | 0,10 CHF | 0,11 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 30 643 CHF | 11 214 CHF | 99,37% | 99,37% |
18/11/2024 | 11,59% | 0,09 CHF | 0,10 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 24 493 CHF | 9 164 CHF | 99,22% | 99,22% |
15/11/2024 | 13,77% | 0,07 CHF | 0,08 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 20 317 CHF | 7 772 CHF | 99,37% | 99,37% |
14/11/2024 | 14,94% | 0,06 CHF | 0,07 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 18 593 CHF | 7 198 CHF | 99,37% | 99,37% |
13/11/2024 | 12,05% | 0,07 CHF | 0,08 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 23 476 CHF | 8 825 CHF | 99,37% | 99,37% |
12/11/2024 | 12,86% | 0,08 CHF | 0,09 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 21 866 CHF | 8 289 CHF | 99,37% | 99,37% |
11/11/2024 | 14,52% | 0,07 CHF | 0,08 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 19 185 CHF | 7 395 CHF | 99,37% | 99,37% |
08/11/2024 | 12,27% | 0,07 CHF | 0,08 CHF | 300 000 | 100 000 | 364 760 | 100 000 | 27 709 CHF | 8 660 CHF | 99,38% | 99,38% |
07/11/2024 | 13,40% | 0,07 CHF | 0,08 CHF | 1 500 000 | 100 000 | 1 500 000 | 100 000 | 104 567 CHF | 7 971 CHF | 99,29% | 99,29% |