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 | 11,26% | 0,09 CHF | 0,10 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 20 962 CHF | 23 462 CHF | 99,47% | 99,52% |
19/11/2024 | 11,11% | 0,09 CHF | 0,10 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 21 253 CHF | 23 753 CHF | 99,54% | 99,54% |
18/11/2024 | 12,57% | 0,08 CHF | 0,09 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 22 378 CHF | 25 378 CHF | 99,59% | 99,59% |
15/11/2024 | 12,32% | 0,08 CHF | 0,09 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 19 047 CHF | 21 547 CHF | 98,38% | 98,38% |
14/11/2024 | 10,46% | 0,09 CHF | 0,10 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 20 415 CHF | 22 665 CHF | 99,53% | 99,53% |
13/11/2024 | 9,55% | 0,10 CHF | 0,11 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 22 439 CHF | 24 689 CHF | 99,58% | 99,58% |
12/11/2024 | 10,42% | 0,10 CHF | 0,11 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 22 775 CHF | 25 275 CHF | 99,50% | 99,56% |
11/11/2024 | 10,12% | 0,08 CHF | 0,09 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 11 878 CHF | 13 128 CHF | 98,92% | 98,98% |
08/11/2024 | 6,51% | 0,15 CHF | 0,16 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 22 310 CHF | 23 810 CHF | 99,42% | 99,49% |
07/11/2024 | 7,07% | 0,14 CHF | 0,15 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 17 078 CHF | 18 328 CHF | 99,07% | 99,07% |