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 | 7,76% | 0,15 CHF | 0,16 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 55 812 CHF | 20 104 CHF | 99,37% | 99,37% |
19/11/2024 | 7,88% | 0,12 CHF | 0,13 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 54 879 CHF | 19 793 CHF | 99,37% | 99,37% |
18/11/2024 | 7,99% | 0,12 CHF | 0,13 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 54 079 CHF | 19 526 CHF | 98,89% | 98,89% |
15/11/2024 | 6,83% | 0,13 CHF | 0,14 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 63 744 CHF | 22 748 CHF | 99,37% | 99,37% |
14/11/2024 | 7,35% | 0,14 CHF | 0,15 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 59 023 CHF | 21 174 CHF | 99,37% | 99,37% |
13/11/2024 | 7,56% | 0,12 CHF | 0,13 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 57 495 CHF | 20 665 CHF | 99,13% | 99,13% |
12/11/2024 | 10,70% | 0,10 CHF | 0,11 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 39 972 CHF | 14 824 CHF | 99,38% | 99,38% |
11/11/2024 | 14,49% | 0,09 CHF | 0,10 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 29 060 CHF | 11 187 CHF | 99,37% | 99,37% |
08/11/2024 | 16,75% | 0,06 CHF | 0,07 CHF | 450 000 | 150 000 | 506 703 | 150 000 | 27 213 CHF | 9 802 CHF | 99,37% | 99,37% |
07/11/2024 | 18,04% | 0,05 CHF | 0,06 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 75 786 CHF | 9 079 CHF | 99,29% | 99,29% |