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 | 14,04% | 0,06 CHF | 0,07 CHF | 750 000 | 125 000 | 750 000 | 125 000 | 49 906 CHF | 9 568 CHF | 99,17% | 99,17% |
19/11/2024 | 15,05% | 0,06 CHF | 0,07 CHF | 750 000 | 125 000 | 750 000 | 125 000 | 46 218 CHF | 8 953 CHF | 99,16% | 99,16% |
18/11/2024 | 13,21% | 0,07 CHF | 0,08 CHF | 750 000 | 125 000 | 750 000 | 125 000 | 53 080 CHF | 10 097 CHF | 98,77% | 98,77% |
15/11/2024 | 12,81% | 0,09 CHF | 0,10 CHF | 750 000 | 125 000 | 750 000 | 125 000 | 55 013 CHF | 10 419 CHF | 99,17% | 99,17% |
14/11/2024 | 10,63% | 0,08 CHF | 0,09 CHF | 750 000 | 125 000 | 750 000 | 125 000 | 66 862 CHF | 12 394 CHF | 99,15% | 99,15% |
13/11/2024 | 11,46% | 0,09 CHF | 0,10 CHF | 750 000 | 125 000 | 750 000 | 125 000 | 61 821 CHF | 11 554 CHF | 98,93% | 98,93% |
12/11/2024 | 9,36% | 0,09 CHF | 0,10 CHF | 750 000 | 125 000 | 750 000 | 125 000 | 76 997 CHF | 14 083 CHF | 99,16% | 99,16% |
11/11/2024 | 8,42% | 0,12 CHF | 0,13 CHF | 750 000 | 125 000 | 750 000 | 125 000 | 85 504 CHF | 15 501 CHF | 99,16% | 99,16% |
08/11/2024 | 9,66% | 0,09 CHF | 0,10 CHF | 750 000 | 125 000 | 750 000 | 125 000 | 74 009 CHF | 13 585 CHF | 99,17% | 99,17% |
07/11/2024 | 9,63% | 0,10 CHF | 0,11 CHF | 750 000 | 125 000 | 750 000 | 125 000 | 74 169 CHF | 13 611 CHF | 98,26% | 98,26% |