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 | 11,33% | 0,16 CHF | 0,18 CHF | 320 000 | 75 000 | 308 991 | 75 000 | 51 090 CHF | 13 902 CHF | 100,00% | 100,00% |
19/11/2024 | 11,74% | 0,16 CHF | 0,18 CHF | 320 000 | 75 000 | 320 914 | 75 000 | 51 168 CHF | 13 457 CHF | 100,00% | 100,00% |
18/11/2024 | 14,25% | 0,16 CHF | 0,18 CHF | 320 000 | 75 000 | 264 287 | 63 928 | 42 370 CHF | 11 627 CHF | 99,60% | 99,60% |
15/11/2024 | 11,19% | 0,17 CHF | 0,19 CHF | 300 000 | 75 000 | 300 016 | 75 000 | 50 949 CHF | 14 259 CHF | 100,00% | 100,00% |
14/11/2024 | 10,78% | 0,19 CHF | 0,21 CHF | 270 000 | 75 000 | 288 871 | 75 000 | 50 675 CHF | 14 670 CHF | 99,44% | 99,44% |
13/11/2024 | 11,37% | 0,17 CHF | 0,19 CHF | 300 000 | 75 000 | 302 048 | 74 373 | 50 753 CHF | 14 001 CHF | 98,88% | 98,88% |
12/11/2024 | 10,43% | 0,18 CHF | 0,20 CHF | 280 000 | 75 000 | 273 396 | 75 000 | 50 998 CHF | 15 535 CHF | 100,00% | 100,00% |
11/11/2024 | 9,55% | 0,20 CHF | 0,22 CHF | 250 000 | 75 000 | 248 754 | 75 000 | 50 050 CHF | 16 607 CHF | 100,00% | 100,00% |
08/11/2024 | 9,87% | 0,19 CHF | 0,21 CHF | 270 000 | 75 000 | 256 703 | 75 000 | 50 497 CHF | 16 303 CHF | 100,00% | 100,00% |
07/11/2024 | 9,90% | 0,19 CHF | 0,21 CHF | 270 000 | 75 000 | 238 550 | 72 402 | 48 668 CHF | 16 288 CHF | 99,06% | 99,06% |