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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 22,21% | 0,04 CHF | 0,05 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 7 008 CHF | 8 758 CHF | 99,53% | 99,53% |
22/11/2024 | 20,56% | 0,04 CHF | 0,05 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 6 548 CHF | 8 048 CHF | 97,99% | 97,99% |
20/11/2024 | 18,04% | 0,05 CHF | 0,06 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 7 577 CHF | 9 077 CHF | 99,50% | 99,50% |
19/11/2024 | 18,60% | 0,05 CHF | 0,06 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 7 317 CHF | 8 817 CHF | 99,10% | 99,10% |
18/11/2024 | 19,14% | 0,05 CHF | 0,06 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 7 109 CHF | 8 609 CHF | 99,57% | 99,57% |
15/11/2024 | 18,24% | 0,05 CHF | 0,06 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 6 237 CHF | 7 487 CHF | 99,57% | 99,57% |
14/11/2024 | 15,01% | 0,06 CHF | 0,07 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 6 175 CHF | 7 175 CHF | 99,52% | 99,52% |
13/11/2024 | 14,43% | 0,06 CHF | 0,07 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 6 431 CHF | 7 431 CHF | 99,48% | 99,48% |
12/11/2024 | 14,70% | 0,06 CHF | 0,07 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 7 878 CHF | 9 128 CHF | 99,56% | 99,56% |
11/11/2024 | 13,86% | 0,07 CHF | 0,08 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 6 716 CHF | 7 716 CHF | 99,55% | 99,55% |