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 | 13,33% | 0,07 CHF | 0,08 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 17 500 CHF | 8 000 CHF | 99,38% | 99,38% |
19/11/2024 | 13,16% | 0,07 CHF | 0,08 CHF | 250 000 | 100 000 | 250 000 | 100 450 | 17 776 CHF | 8 146 CHF | 99,38% | 99,38% |
18/11/2024 | 11,76% | 0,08 CHF | 0,09 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 20 000 CHF | 9 000 CHF | 99,37% | 99,37% |
15/11/2024 | 10,23% | 0,08 CHF | 0,09 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 23 283 CHF | 10 313 CHF | 99,36% | 99,36% |
14/11/2024 | 9,87% | 0,10 CHF | 0,11 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 24 149 CHF | 10 659 CHF | 99,38% | 99,38% |
13/11/2024 | 10,53% | 0,09 CHF | 0,10 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 22 487 CHF | 9 995 CHF | 99,38% | 99,38% |
12/11/2024 | 10,61% | 0,09 CHF | 0,10 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 22 348 CHF | 9 939 CHF | 99,15% | 99,15% |
11/11/2024 | 9,50% | 0,10 CHF | 0,11 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 25 073 CHF | 11 029 CHF | 99,38% | 99,38% |
08/11/2024 | 9,65% | 0,10 CHF | 0,11 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 24 673 CHF | 10 869 CHF | 99,38% | 99,38% |
07/11/2024 | 8,77% | 0,11 CHF | 0,12 CHF | 250 000 | 100 000 | 250 000 | 99 971 | 27 269 CHF | 11 904 CHF | 96,22% | 96,22% |