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 | 14,01% | 0,06 CHF | 0,07 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 50 028 CHF | 19 176 CHF | 99,38% | 99,38% |
19/11/2024 | 16,61% | 0,06 CHF | 0,07 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 41 711 CHF | 16 404 CHF | 99,37% | 99,37% |
18/11/2024 | 15,91% | 0,06 CHF | 0,07 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 43 581 CHF | 17 027 CHF | 99,38% | 99,38% |
15/11/2024 | 16,52% | 0,06 CHF | 0,07 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 41 954 CHF | 16 485 CHF | 99,36% | 99,36% |
14/11/2024 | 17,03% | 0,06 CHF | 0,07 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 40 598 CHF | 16 033 CHF | 99,38% | 99,38% |
13/11/2024 | 19,20% | 0,04 CHF | 0,05 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 35 603 CHF | 14 368 CHF | 99,37% | 99,37% |
12/11/2024 | 15,16% | 0,06 CHF | 0,07 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 45 805 CHF | 17 768 CHF | 99,16% | 99,16% |
11/11/2024 | 11,79% | 0,08 CHF | 0,09 CHF | 750 000 | 250 000 | 747 870 | 249 290 | 59 706 CHF | 22 395 CHF | 99,38% | 99,38% |
08/11/2024 | 11,80% | 0,08 CHF | 0,09 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 59 833 CHF | 22 444 CHF | 99,38% | 99,38% |
07/11/2024 | 10,66% | 0,10 CHF | 0,11 CHF | 600 000 | 200 000 | 643 730 | 214 577 | 57 254 CHF | 21 231 CHF | 98,58% | 98,58% |