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 | 4,73% | 0,21 CHF | 0,22 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 92 974 CHF | 32 491 CHF | 99,36% | 99,36% |
19/11/2024 | 4,88% | 0,20 CHF | 0,21 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 90 043 CHF | 31 514 CHF | 99,37% | 99,37% |
18/11/2024 | 5,11% | 0,19 CHF | 0,20 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 85 904 CHF | 30 135 CHF | 98,89% | 98,89% |
15/11/2024 | 4,67% | 0,20 CHF | 0,21 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 94 205 CHF | 32 902 CHF | 99,37% | 99,37% |
14/11/2024 | 5,29% | 0,20 CHF | 0,21 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 82 862 CHF | 29 121 CHF | 99,37% | 99,37% |
13/11/2024 | 5,79% | 0,16 CHF | 0,17 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 75 781 CHF | 26 760 CHF | 99,07% | 99,07% |
12/11/2024 | 8,36% | 0,13 CHF | 0,14 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 51 776 CHF | 18 759 CHF | 99,37% | 99,37% |
11/11/2024 | 9,88% | 0,11 CHF | 0,12 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 43 421 CHF | 15 974 CHF | 99,37% | 99,37% |
08/11/2024 | 15,93% | 0,08 CHF | 0,09 CHF | 450 000 | 150 000 | 506 701 | 150 000 | 29 304 CHF | 10 416 CHF | 99,37% | 99,37% |
07/11/2024 | 13,19% | 0,05 CHF | 0,06 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 109 542 CHF | 12 454 CHF | 99,29% | 99,29% |