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 | 14,92% | 0,06 CHF | 0,07 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 7 756 CHF | 9 006 CHF | 99,57% | 99,57% |
19/11/2024 | 14,41% | 0,07 CHF | 0,08 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 6 455 CHF | 7 455 CHF | 99,57% | 99,57% |
18/11/2024 | 12,09% | 0,08 CHF | 0,09 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 7 772 CHF | 8 772 CHF | 99,49% | 99,49% |
15/11/2024 | 12,06% | 0,08 CHF | 0,09 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 7 797 CHF | 8 797 CHF | 99,52% | 99,52% |
14/11/2024 | 11,98% | 0,08 CHF | 0,09 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 7 855 CHF | 8 855 CHF | 99,57% | 99,57% |
13/11/2024 | 11,66% | 0,07 CHF | 0,08 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 8 097 CHF | 9 097 CHF | 99,54% | 99,54% |
12/11/2024 | 10,14% | 0,09 CHF | 0,10 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 8 453 CHF | 9 353 CHF | 99,55% | 99,55% |
11/11/2024 | 9,71% | 0,09 CHF | 0,10 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 9 817 CHF | 10 817 CHF | 99,55% | 99,55% |
08/11/2024 | 9,68% | 0,09 CHF | 0,10 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 8 864 CHF | 9 764 CHF | 99,58% | 99,58% |
07/11/2024 | 9,09% | 0,10 CHF | 0,11 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 9 477 CHF | 10 377 CHF | 99,57% | 99,57% |