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 | 13,23% | 0,07 CHF | 0,08 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 21 202 CHF | 8 067 CHF | 100,00% | 100,00% |
19/11/2024 | 13,29% | 0,07 CHF | 0,08 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 21 095 CHF | 8 032 CHF | 100,00% | 100,00% |
18/11/2024 | 14,59% | 0,08 CHF | 0,09 CHF | 300 000 | 100 000 | 283 458 | 94 486 | 21 906 CHF | 8 406 CHF | 100,00% | 100,00% |
15/11/2024 | 11,16% | 0,08 CHF | 0,09 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 25 504 CHF | 9 501 CHF | 100,00% | 100,00% |
14/11/2024 | 9,61% | 0,10 CHF | 0,11 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 29 742 CHF | 10 914 CHF | 99,24% | 99,24% |
13/11/2024 | 9,14% | 0,11 CHF | 0,12 CHF | 300 000 | 100 000 | 299 112 | 99 704 | 32 004 CHF | 11 685 CHF | 99,40% | 99,40% |
12/11/2024 | 8,96% | 0,10 CHF | 0,11 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 32 032 CHF | 11 677 CHF | 100,00% | 100,00% |
11/11/2024 | 8,00% | 0,12 CHF | 0,13 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 36 001 CHF | 13 000 CHF | 100,00% | 100,00% |
08/11/2024 | 8,58% | 0,11 CHF | 0,12 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 33 516 CHF | 12 172 CHF | 100,00% | 100,00% |
07/11/2024 | 8,37% | 0,12 CHF | 0,13 CHF | 300 000 | 100 000 | 296 091 | 98 697 | 35 863 CHF | 12 980 CHF | 98,74% | 98,74% |