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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 17,40% | 0,06 CHF | 0,07 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 39 586 CHF | 15 696 CHF | 99,29% | 99,29% |
20/11/2024 | 17,96% | 0,05 CHF | 0,06 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 38 096 CHF | 15 199 CHF | 99,38% | 99,38% |
19/11/2024 | 18,06% | 0,05 CHF | 0,06 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 37 838 CHF | 15 113 CHF | 99,37% | 99,37% |
18/11/2024 | 15,78% | 0,05 CHF | 0,06 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 44 276 CHF | 17 259 CHF | 99,37% | 99,37% |
15/11/2024 | 12,35% | 0,07 CHF | 0,08 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 57 221 CHF | 21 574 CHF | 99,34% | 99,34% |
14/11/2024 | 10,19% | 0,09 CHF | 0,10 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 69 989 CHF | 25 830 CHF | 99,37% | 99,37% |
13/11/2024 | 10,78% | 0,09 CHF | 0,10 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 65 944 CHF | 24 481 CHF | 99,38% | 99,38% |
12/11/2024 | 10,92% | 0,08 CHF | 0,09 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 65 215 CHF | 24 238 CHF | 99,15% | 99,15% |
11/11/2024 | 10,52% | 0,09 CHF | 0,10 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 67 546 CHF | 25 015 CHF | 99,13% | 99,13% |
08/11/2024 | 10,35% | 0,09 CHF | 0,10 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 68 835 CHF | 25 445 CHF | 99,38% | 99,38% |