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 | 9,64% | 0,10 CHF | 0,11 CHF | 229 800 | 229 800 | 227 586 | 227 586 | 22 503 CHF | 24 779 CHF | 100,00% | 100,00% |
19/11/2024 | 7,61% | 0,10 CHF | 0,11 CHF | 110 100 | 110 100 | 113 346 | 113 346 | 14 540 CHF | 15 673 CHF | 100,00% | 100,00% |
18/11/2024 | - | 0,21 CHF | 0,22 CHF | 115 000 | 115 000 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
15/11/2024 | 4,35% | 0,22 CHF | 0,23 CHF | 107 100 | 107 100 | 106 715 | 106 715 | 23 997 CHF | 25 064 CHF | 100,00% | 100,00% |
14/11/2024 | 4,03% | 0,24 CHF | 0,25 CHF | 106 500 | 106 500 | 105 695 | 105 695 | 25 728 CHF | 26 785 CHF | 99,35% | 99,35% |
13/11/2024 | 4,17% | 0,24 CHF | 0,25 CHF | 112 400 | 112 400 | 109 843 | 109 843 | 25 828 CHF | 26 926 CHF | 100,00% | 100,00% |
12/11/2024 | 4,32% | 0,24 CHF | 0,25 CHF | 116 000 | 116 000 | 112 172 | 112 172 | 25 389 CHF | 26 511 CHF | 100,00% | 100,00% |
11/11/2024 | 4,58% | 0,22 CHF | 0,23 CHF | 125 100 | 125 100 | 124 184 | 124 184 | 26 524 CHF | 27 766 CHF | 99,93% | 99,93% |
08/11/2024 | 4,87% | 0,21 CHF | 0,22 CHF | 138 000 | 138 000 | 137 431 | 137 431 | 27 563 CHF | 28 938 CHF | 100,00% | 100,00% |
07/11/2024 | 5,48% | 0,19 CHF | 0,20 CHF | 90 400 | 90 400 | 90 230 | 90 230 | 16 098 CHF | 17 001 CHF | 100,00% | 100,00% |