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 | 18,18% | 0,05 CHF | 0,06 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 37 515 CHF | 15 005 CHF | 99,30% | 99,30% |
20/11/2024 | 18,80% | 0,04 CHF | 0,05 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 36 392 CHF | 14 631 CHF | 99,38% | 99,38% |
19/11/2024 | 18,60% | 0,05 CHF | 0,06 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 36 725 CHF | 14 742 CHF | 99,37% | 99,37% |
18/11/2024 | 16,78% | 0,04 CHF | 0,05 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 41 550 CHF | 16 350 CHF | 99,37% | 99,37% |
15/11/2024 | 14,13% | 0,06 CHF | 0,07 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 49 605 CHF | 19 035 CHF | 99,34% | 99,34% |
14/11/2024 | 11,82% | 0,08 CHF | 0,09 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 59 747 CHF | 22 416 CHF | 99,37% | 99,37% |
13/11/2024 | 12,84% | 0,07 CHF | 0,08 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 54 880 CHF | 20 793 CHF | 99,38% | 99,38% |
12/11/2024 | 13,11% | 0,07 CHF | 0,08 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 53 661 CHF | 20 387 CHF | 99,15% | 99,15% |
11/11/2024 | 12,37% | 0,08 CHF | 0,09 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 57 103 CHF | 21 534 CHF | 99,13% | 99,13% |
08/11/2024 | 11,90% | 0,08 CHF | 0,09 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 59 376 CHF | 22 292 CHF | 99,38% | 99,38% |