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 | 8,59% | 0,14 CHF | 0,16 CHF | 181 372 | 100 000 | 180 980 | 100 000 | 26 184 CHF | 15 763 CHF | 100,00% | 100,00% |
19/11/2024 | 8,96% | 0,12 CHF | 0,14 CHF | 182 861 | 100 000 | 179 929 | 100 000 | 26 820 CHF | 16 292 CHF | 100,00% | 100,00% |
18/11/2024 | 9,15% | 0,17 CHF | 0,18 CHF | 177 416 | 100 000 | 177 856 | 100 000 | 29 596 CHF | 18 237 CHF | 100,00% | 100,00% |
15/11/2024 | 8,95% | 0,16 CHF | 0,17 CHF | 179 414 | 100 000 | 179 059 | 100 000 | 29 015 CHF | 17 728 CHF | 99,99% | 99,99% |
14/11/2024 | 8,54% | 0,18 CHF | 0,19 CHF | 177 283 | 100 000 | 178 483 | 100 000 | 30 720 CHF | 18 752 CHF | 99,52% | 99,52% |
13/11/2024 | 9,21% | 0,17 CHF | 0,19 CHF | 177 627 | 100 000 | 176 445 | 99 147 | 31 268 CHF | 19 260 CHF | 99,32% | 99,32% |
12/11/2024 | 6,14% | 0,18 CHF | 0,20 CHF | 175 599 | 100 000 | 174 595 | 100 000 | 34 172 CHF | 20 809 CHF | 100,00% | 100,00% |
11/11/2024 | 6,19% | 0,21 CHF | 0,22 CHF | 172 848 | 100 000 | 172 319 | 100 000 | 36 160 CHF | 22 328 CHF | 100,00% | 100,00% |
08/11/2024 | 8,28% | 0,20 CHF | 0,22 CHF | 172 347 | 100 000 | 171 850 | 100 000 | 34 426 CHF | 21 763 CHF | 100,00% | 100,00% |
07/11/2024 | 7,65% | 0,21 CHF | 0,23 CHF | 170 328 | 100 000 | 171 535 | 97 408 | 35 844 CHF | 21 975 CHF | 99,13% | 99,13% |