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 | 5,14% | 0,21 CHF | 0,22 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 85 342 CHF | 29 947 CHF | 99,37% | 99,37% |
19/11/2024 | 5,24% | 0,18 CHF | 0,19 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 83 685 CHF | 29 395 CHF | 99,37% | 99,37% |
18/11/2024 | 5,41% | 0,18 CHF | 0,19 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 80 932 CHF | 28 477 CHF | 98,89% | 98,89% |
15/11/2024 | 4,86% | 0,19 CHF | 0,20 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 90 479 CHF | 31 660 CHF | 99,37% | 99,37% |
14/11/2024 | 5,13% | 0,20 CHF | 0,21 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 85 499 CHF | 30 000 CHF | 99,37% | 99,37% |
13/11/2024 | 5,54% | 0,17 CHF | 0,18 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 79 216 CHF | 27 905 CHF | 99,06% | 99,06% |
12/11/2024 | 7,64% | 0,14 CHF | 0,15 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 56 809 CHF | 20 436 CHF | 99,37% | 99,37% |
11/11/2024 | 10,01% | 0,12 CHF | 0,13 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 42 955 CHF | 15 818 CHF | 99,37% | 99,37% |
08/11/2024 | 15,02% | 0,09 CHF | 0,10 CHF | 450 000 | 150 000 | 506 689 | 150 000 | 31 388 CHF | 11 194 CHF | 99,37% | 99,37% |
07/11/2024 | 15,71% | 0,05 CHF | 0,06 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 89 222 CHF | 10 422 CHF | 99,30% | 99,30% |