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 | 11,50% | 0,08 CHF | 0,09 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 24 604 CHF | 9 201 CHF | 99,38% | 99,38% |
19/11/2024 | 12,37% | 0,08 CHF | 0,09 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 22 778 CHF | 8 593 CHF | 99,38% | 99,38% |
18/11/2024 | 11,32% | 0,08 CHF | 0,09 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 25 041 CHF | 9 347 CHF | 99,23% | 99,23% |
15/11/2024 | 9,66% | 0,10 CHF | 0,11 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 29 565 CHF | 10 855 CHF | 99,37% | 99,37% |
14/11/2024 | 9,03% | 0,10 CHF | 0,11 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 31 734 CHF | 11 578 CHF | 99,37% | 99,37% |
13/11/2024 | 10,17% | 0,10 CHF | 0,11 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 28 023 CHF | 10 341 CHF | 99,38% | 99,38% |
12/11/2024 | 9,56% | 0,09 CHF | 0,10 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 29 885 CHF | 10 962 CHF | 99,37% | 99,37% |
11/11/2024 | 8,70% | 0,11 CHF | 0,12 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 33 002 CHF | 12 001 CHF | 99,37% | 99,37% |
08/11/2024 | 9,29% | 0,11 CHF | 0,12 CHF | 300 000 | 100 000 | 364 761 | 100 000 | 37 568 CHF | 11 273 CHF | 99,38% | 99,38% |
07/11/2024 | 8,71% | 0,11 CHF | 0,12 CHF | 1 500 000 | 100 000 | 1 500 000 | 100 000 | 164 717 CHF | 11 981 CHF | 99,29% | 99,29% |