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 | 6,83% | 0,14 CHF | 0,15 CHF | 360 000 | 100 000 | 357 427 | 100 000 | 50 564 CHF | 15 165 CHF | 100,00% | 100,00% |
19/11/2024 | 7,31% | 0,15 CHF | 0,16 CHF | 340 000 | 100 000 | 345 596 | 98 650 | 49 846 CHF | 15 245 CHF | 100,00% | 100,00% |
18/11/2024 | 7,22% | 0,15 CHF | 0,16 CHF | 340 000 | 100 000 | 379 337 | 100 000 | 50 617 CHF | 14 366 CHF | 100,00% | 100,00% |
15/11/2024 | 9,20% | 0,11 CHF | 0,12 CHF | 460 000 | 100 000 | 425 838 | 98 303 | 49 470 CHF | 12 436 CHF | 100,00% | 100,00% |
14/11/2024 | 10,59% | 0,10 CHF | 0,11 CHF | 500 000 | 100 000 | 495 322 | 99 349 | 46 271 CHF | 10 282 CHF | 99,28% | 99,28% |
13/11/2024 | 8,82% | 0,10 CHF | 0,11 CHF | 500 000 | 100 000 | 443 304 | 99 355 | 50 043 CHF | 12 256 CHF | 87,09% | 87,09% |
12/11/2024 | 7,74% | 0,11 CHF | 0,12 CHF | 460 000 | 100 000 | 406 894 | 100 000 | 50 565 CHF | 13 465 CHF | 100,00% | 100,00% |
11/11/2024 | 6,09% | 0,14 CHF | 0,15 CHF | 360 000 | 100 000 | 320 797 | 100 000 | 51 113 CHF | 16 960 CHF | 100,00% | 100,00% |
08/11/2024 | 5,78% | 0,15 CHF | 0,16 CHF | 340 000 | 100 000 | 303 155 | 100 000 | 50 935 CHF | 17 842 CHF | 100,00% | 100,00% |
07/11/2024 | 5,82% | 0,19 CHF | 0,20 CHF | 270 000 | 100 000 | 298 870 | 99 694 | 50 766 CHF | 17 999 CHF | 100,00% | 100,00% |