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 | 5,82% | 0,15 CHF | 0,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 8 363 CHF | 8 863 CHF | 99,95% | 99,95% |
19/11/2024 | 6,57% | 0,16 CHF | 0,17 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 7 374 CHF | 7 874 CHF | 97,11% | 97,11% |
18/11/2024 | 7,30% | 0,13 CHF | 0,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 6 605 CHF | 7 105 CHF | 99,88% | 99,88% |
15/11/2024 | 7,21% | 0,13 CHF | 0,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 6 692 CHF | 7 192 CHF | 100,00% | 100,00% |
14/11/2024 | 6,89% | 0,14 CHF | 0,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 7 009 CHF | 7 509 CHF | 99,52% | 99,52% |
13/11/2024 | 6,85% | 0,14 CHF | 0,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 7 057 CHF | 7 557 CHF | 99,95% | 99,95% |
12/11/2024 | 6,22% | 0,14 CHF | 0,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 7 800 CHF | 8 300 CHF | 99,75% | 99,75% |
11/11/2024 | 5,66% | 0,17 CHF | 0,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 8 590 CHF | 9 090 CHF | 99,80% | 99,80% |
08/11/2024 | 6,02% | 0,16 CHF | 0,17 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 8 056 CHF | 8 556 CHF | 99,83% | 99,83% |
07/11/2024 | 5,93% | 0,16 CHF | 0,17 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 8 189 CHF | 8 689 CHF | 96,73% | 96,73% |