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 | 7,05% | 0,13 CHF | 0,14 CHF | 390 000 | 100 000 | 369 865 | 100 000 | 50 579 CHF | 14 705 CHF | 100,00% | 100,00% |
19/11/2024 | 6,51% | 0,17 CHF | 0,18 CHF | 300 000 | 100 000 | 308 575 | 98 650 | 50 230 CHF | 17 108 CHF | 99,97% | 99,97% |
18/11/2024 | 7,81% | 0,14 CHF | 0,15 CHF | 360 000 | 100 000 | 411 105 | 100 000 | 50 550 CHF | 13 351 CHF | 100,00% | 100,00% |
15/11/2024 | 9,52% | 0,12 CHF | 0,13 CHF | 420 000 | 100 000 | 427 251 | 98 213 | 49 436 CHF | 12 397 CHF | 99,99% | 99,99% |
14/11/2024 | 9,43% | 0,12 CHF | 0,13 CHF | 420 000 | 100 000 | 461 804 | 99 347 | 49 291 CHF | 11 688 CHF | 99,28% | 99,28% |
13/11/2024 | 5,82% | 0,16 CHF | 0,17 CHF | 320 000 | 100 000 | 295 653 | 99 592 | 50 689 CHF | 18 126 CHF | 95,52% | 95,52% |
12/11/2024 | 5,30% | 0,18 CHF | 0,19 CHF | 280 000 | 100 000 | 276 513 | 100 000 | 50 811 CHF | 19 406 CHF | 99,99% | 99,99% |
11/11/2024 | 4,68% | 0,20 CHF | 0,21 CHF | 250 000 | 100 000 | 241 274 | 100 000 | 50 317 CHF | 21 873 CHF | 99,99% | 99,99% |
08/11/2024 | 3,46% | 0,27 CHF | 0,28 CHF | 190 000 | 100 000 | 181 045 | 100 000 | 51 415 CHF | 29 441 CHF | 100,00% | 100,00% |
07/11/2024 | 3,88% | 0,29 CHF | 0,30 CHF | 180 000 | 100 000 | 195 842 | 99 697 | 50 652 CHF | 26 873 CHF | 99,99% | 99,99% |