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 | 14,73% | 0,06 CHF | 0,07 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 38 512 CHF | 14 837 CHF | 99,38% | 99,38% |
19/11/2024 | 14,07% | 0,07 CHF | 0,08 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 39 905 CHF | 15 302 CHF | 99,37% | 99,37% |
18/11/2024 | 14,57% | 0,07 CHF | 0,08 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 38 392 CHF | 14 797 CHF | 99,22% | 99,22% |
15/11/2024 | 11,43% | 0,07 CHF | 0,08 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 50 043 CHF | 18 681 CHF | 99,37% | 99,37% |
14/11/2024 | 11,15% | 0,09 CHF | 0,10 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 50 993 CHF | 18 998 CHF | 99,38% | 99,38% |
13/11/2024 | 11,76% | 0,08 CHF | 0,09 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 48 043 CHF | 18 014 CHF | 99,37% | 99,37% |
12/11/2024 | 10,79% | 0,08 CHF | 0,09 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 52 710 CHF | 19 570 CHF | 99,37% | 99,37% |
11/11/2024 | 9,24% | 0,10 CHF | 0,11 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 62 078 CHF | 22 693 CHF | 99,37% | 99,37% |
08/11/2024 | 9,50% | 0,10 CHF | 0,11 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 60 154 CHF | 22 051 CHF | 99,38% | 99,38% |
07/11/2024 | 8,70% | 0,11 CHF | 0,12 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 65 933 CHF | 23 978 CHF | 99,28% | 99,28% |