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 | 10,71% | 0,23 CHF | 0,26 CHF | 93 401 | 25 000 | 94 239 | 25 000 | 24 143 CHF | 7 124 CHF | 100,00% | 100,00% |
19/11/2024 | 9,10% | 0,29 CHF | 0,31 CHF | 94 869 | 25 000 | 95 176 | 25 000 | 27 727 CHF | 7 977 CHF | 100,00% | 100,00% |
18/11/2024 | 9,63% | 0,28 CHF | 0,31 CHF | 95 215 | 25 000 | 95 445 | 25 000 | 27 248 CHF | 7 859 CHF | 99,63% | 99,63% |
15/11/2024 | 10,06% | 0,28 CHF | 0,31 CHF | 95 345 | 25 000 | 95 227 | 25 000 | 26 611 CHF | 7 726 CHF | 100,00% | 100,00% |
14/11/2024 | 9,67% | 0,27 CHF | 0,30 CHF | 95 068 | 25 000 | 95 271 | 25 000 | 26 347 CHF | 7 616 CHF | 99,44% | 99,44% |
13/11/2024 | 9,34% | 0,28 CHF | 0,31 CHF | 94 914 | 25 000 | 94 751 | 24 964 | 26 508 CHF | 7 664 CHF | 98,88% | 98,88% |
12/11/2024 | 9,53% | 0,30 CHF | 0,33 CHF | 95 351 | 25 000 | 94 616 | 25 000 | 26 561 CHF | 7 719 CHF | 100,00% | 100,00% |
11/11/2024 | 10,42% | 0,25 CHF | 0,28 CHF | 93 480 | 25 000 | 93 329 | 25 000 | 23 400 CHF | 6 957 CHF | 100,00% | 100,00% |
08/11/2024 | 9,67% | 0,26 CHF | 0,29 CHF | 93 154 | 25 000 | 92 895 | 25 000 | 24 067 CHF | 7 135 CHF | 100,00% | 100,00% |
07/11/2024 | 12,53% | 0,25 CHF | 0,28 CHF | 92 466 | 25 000 | 89 553 | 24 376 | 21 253 CHF | 6 534 CHF | 99,06% | 99,06% |