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 | 8,66% | 0,14 CHF | 0,15 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 49 718 CHF | 18 073 CHF | 99,36% | 99,36% |
19/11/2024 | 8,71% | 0,11 CHF | 0,12 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 49 412 CHF | 17 971 CHF | 99,38% | 99,38% |
18/11/2024 | 8,77% | 0,11 CHF | 0,12 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 49 120 CHF | 17 873 CHF | 98,89% | 98,89% |
15/11/2024 | 7,60% | 0,12 CHF | 0,13 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 57 129 CHF | 20 543 CHF | 99,37% | 99,37% |
14/11/2024 | 7,99% | 0,12 CHF | 0,13 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 54 074 CHF | 19 525 CHF | 99,37% | 99,37% |
13/11/2024 | 8,38% | 0,11 CHF | 0,12 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 51 710 CHF | 18 737 CHF | 99,13% | 99,13% |
12/11/2024 | 11,97% | 0,09 CHF | 0,10 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 35 533 CHF | 13 344 CHF | 99,37% | 99,37% |
11/11/2024 | 16,89% | 0,08 CHF | 0,09 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 24 707 CHF | 9 736 CHF | 99,37% | 99,37% |
08/11/2024 | 20,10% | 0,05 CHF | 0,06 CHF | 450 000 | 150 000 | 506 701 | 150 000 | 22 237 CHF | 8 332 CHF | 99,37% | 99,37% |
07/11/2024 | 21,35% | 0,04 CHF | 0,05 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 63 250 CHF | 7 825 CHF | 99,30% | 99,30% |