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 | 5,33% | 0,18 CHF | 0,19 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 82 236 CHF | 28 912 CHF | 99,37% | 99,37% |
19/11/2024 | 5,43% | 0,18 CHF | 0,19 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 80 692 CHF | 28 397 CHF | 99,38% | 99,38% |
18/11/2024 | 5,70% | 0,17 CHF | 0,18 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 76 678 CHF | 27 059 CHF | 98,89% | 98,89% |
15/11/2024 | 5,21% | 0,18 CHF | 0,19 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 84 193 CHF | 29 564 CHF | 99,38% | 99,38% |
14/11/2024 | 5,92% | 0,18 CHF | 0,19 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 73 890 CHF | 26 130 CHF | 99,37% | 99,37% |
13/11/2024 | 6,49% | 0,15 CHF | 0,16 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 67 366 CHF | 23 955 CHF | 99,07% | 99,07% |
12/11/2024 | 9,40% | 0,12 CHF | 0,13 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 45 748 CHF | 16 750 CHF | 99,38% | 99,38% |
11/11/2024 | 11,46% | 0,09 CHF | 0,10 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 37 090 CHF | 13 863 CHF | 99,37% | 99,37% |
08/11/2024 | 18,76% | 0,07 CHF | 0,08 CHF | 450 000 | 150 000 | 506 697 | 150 000 | 24 757 CHF | 9 139 CHF | 99,37% | 99,37% |
07/11/2024 | 15,64% | 0,04 CHF | 0,05 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 92 217 CHF | 10 722 CHF | 99,29% | 99,29% |