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 | 12,08% | 0,09 CHF | 0,10 CHF | 500 000 | 500 000 | 639 155 | 350 982 | 49 737 CHF | 31 077 CHF | 99,48% | 99,48% |
19/11/2024 | 11,91% | 0,08 CHF | 0,09 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 19 816 CHF | 22 316 CHF | 98,91% | 98,91% |
18/11/2024 | 10,36% | 0,09 CHF | 0,10 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 22 937 CHF | 25 437 CHF | 99,34% | 99,34% |
15/11/2024 | 9,49% | 0,09 CHF | 0,10 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 25 135 CHF | 27 635 CHF | 99,49% | 99,49% |
14/11/2024 | 10,53% | 0,09 CHF | 0,10 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 22 498 CHF | 24 998 CHF | 98,79% | 98,79% |
13/11/2024 | 10,21% | 0,09 CHF | 0,10 CHF | 250 000 | 250 000 | 223 080 | 223 080 | 20 876 CHF | 23 106 CHF | 99,31% | 99,31% |
12/11/2024 | 10,20% | 0,09 CHF | 0,10 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 11 659 CHF | 12 909 CHF | 98,76% | 98,76% |
11/11/2024 | 10,31% | 0,09 CHF | 0,10 CHF | 125 000 | 125 000 | 122 057 | 122 057 | 11 229 CHF | 12 449 CHF | 99,31% | 99,31% |