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 | 10,68% | 0,09 CHF | 0,10 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 66 594 CHF | 7 409 CHF | 98,83% | 98,83% |
19/11/2024 | 10,40% | 0,09 CHF | 0,10 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 68 492 CHF | 7 599 CHF | 99,17% | 99,17% |
18/11/2024 | 9,73% | 0,10 CHF | 0,11 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 73 539 CHF | 8 104 CHF | 99,22% | 99,22% |
15/11/2024 | 8,63% | 0,11 CHF | 0,12 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 83 357 CHF | 9 086 CHF | 99,17% | 99,17% |
14/11/2024 | 8,52% | 0,11 CHF | 0,12 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 84 346 CHF | 9 185 CHF | 99,16% | 99,16% |
13/11/2024 | 8,76% | 0,10 CHF | 0,11 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 82 151 CHF | 8 965 CHF | 98,96% | 98,96% |
12/11/2024 | 7,85% | 0,12 CHF | 0,13 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 92 145 CHF | 9 965 CHF | 99,16% | 99,16% |
11/11/2024 | 6,88% | 0,15 CHF | 0,16 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 105 544 CHF | 11 304 CHF | 99,17% | 99,17% |
08/11/2024 | 7,28% | 0,13 CHF | 0,14 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 99 325 CHF | 10 683 CHF | 99,16% | 99,16% |
07/11/2024 | 6,97% | 0,13 CHF | 0,14 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 103 902 CHF | 11 140 CHF | 97,77% | 97,77% |