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 | 13,26% | 0,07 CHF | 0,08 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 52 867 CHF | 20 122 CHF | 99,29% | 99,29% |
20/11/2024 | 13,82% | 0,06 CHF | 0,07 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 50 737 CHF | 19 412 CHF | 99,37% | 99,37% |
19/11/2024 | 13,88% | 0,07 CHF | 0,08 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 50 503 CHF | 19 334 CHF | 99,38% | 99,38% |
18/11/2024 | 12,54% | 0,06 CHF | 0,07 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 56 588 CHF | 21 363 CHF | 99,37% | 99,37% |
15/11/2024 | 10,72% | 0,08 CHF | 0,09 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 66 330 CHF | 24 610 CHF | 99,34% | 99,34% |
14/11/2024 | 9,39% | 0,10 CHF | 0,11 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 76 188 CHF | 27 896 CHF | 99,37% | 99,37% |
13/11/2024 | 9,52% | 0,10 CHF | 0,11 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 74 999 CHF | 27 500 CHF | 99,38% | 99,38% |
12/11/2024 | 9,94% | 0,09 CHF | 0,10 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 71 864 CHF | 26 455 CHF | 99,16% | 99,16% |
11/11/2024 | 9,55% | 0,10 CHF | 0,11 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 74 795 CHF | 27 432 CHF | 99,13% | 99,13% |
08/11/2024 | 9,49% | 0,10 CHF | 0,11 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 75 299 CHF | 27 600 CHF | 99,38% | 99,38% |