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 | 7,32% | 0,14 CHF | 0,15 CHF | 900 000 | 900 000 | 900 000 | 900 000 | 118 576 CHF | 127 576 CHF | 99,49% | 99,49% |
19/11/2024 | 6,82% | 0,14 CHF | 0,15 CHF | 900 000 | 900 000 | 900 000 | 900 000 | 127 543 CHF | 136 543 CHF | 99,56% | 99,56% |
18/11/2024 | 6,60% | 0,14 CHF | 0,15 CHF | 900 000 | 900 000 | 900 000 | 900 000 | 131 936 CHF | 140 936 CHF | 99,55% | 99,55% |
15/11/2024 | 6,68% | 0,15 CHF | 0,16 CHF | 900 000 | 900 000 | 900 000 | 900 000 | 130 391 CHF | 139 391 CHF | 98,81% | 98,86% |
14/11/2024 | 6,89% | 0,14 CHF | 0,15 CHF | 900 000 | 900 000 | 900 000 | 900 000 | 126 169 CHF | 135 169 CHF | 99,56% | 99,56% |
13/11/2024 | 6,68% | 0,14 CHF | 0,15 CHF | 900 000 | 900 000 | 900 000 | 900 000 | 130 441 CHF | 139 441 CHF | 99,47% | 99,47% |
12/11/2024 | 6,98% | 0,14 CHF | 0,15 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 138 321 CHF | 148 321 CHF | 99,59% | 99,59% |
11/11/2024 | 7,36% | 0,14 CHF | 0,15 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 130 881 CHF | 140 881 CHF | 99,52% | 99,52% |
08/11/2024 | 6,99% | 0,14 CHF | 0,15 CHF | 900 000 | 900 000 | 900 000 | 900 000 | 124 393 CHF | 133 393 CHF | 99,51% | 99,51% |
07/11/2024 | 6,56% | 0,14 CHF | 0,15 CHF | 800 000 | 800 000 | 800 000 | 800 000 | 118 068 CHF | 126 068 CHF | 99,56% | 99,56% |