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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 10,75% | 0,09 CHF | 0,10 CHF | 100 000 | 100 000 | 99 061 | 99 061 | 8 826 CHF | 9 818 CHF | 100,00% | 100,00% |
20/11/2024 | 10,50% | 0,09 CHF | 0,10 CHF | 100 000 | 100 000 | 99 060 | 99 060 | 9 044 CHF | 10 035 CHF | 100,00% | 100,00% |
19/11/2024 | 12,45% | 0,08 CHF | 0,09 CHF | 100 000 | 100 000 | 99 051 | 99 051 | 7 563 CHF | 8 555 CHF | 98,92% | 98,92% |
18/11/2024 | 11,02% | 0,09 CHF | 0,10 CHF | 100 000 | 100 000 | 99 063 | 99 063 | 8 612 CHF | 9 604 CHF | 100,00% | 100,00% |
15/11/2024 | 12,46% | 0,07 CHF | 0,08 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 7 560 CHF | 8 560 CHF | 71,75% | 71,75% |
14/11/2024 | 13,43% | 0,08 CHF | 0,09 CHF | 100 000 | 100 000 | 99 060 | 99 060 | 6 956 CHF | 7 947 CHF | 100,00% | 100,00% |
13/11/2024 | 13,50% | 0,07 CHF | 0,08 CHF | 100 000 | 100 000 | 99 054 | 99 054 | 6 916 CHF | 7 907 CHF | 99,32% | 99,32% |
12/11/2024 | 11,93% | 0,06 CHF | 0,07 CHF | 100 000 | 100 000 | 99 058 | 99 058 | 7 945 CHF | 8 937 CHF | 100,00% | 100,00% |
11/11/2024 | 8,29% | 0,11 CHF | 0,12 CHF | 100 000 | 100 000 | 99 064 | 99 064 | 11 575 CHF | 12 566 CHF | 100,00% | 100,00% |
08/11/2024 | 8,60% | 0,11 CHF | 0,12 CHF | 100 000 | 100 000 | 99 063 | 99 063 | 11 141 CHF | 12 133 CHF | 100,00% | 100,00% |