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 | 12,16% | 0,10 CHF | 0,11 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 10 941 CHF | 12 341 CHF | 100,00% | 100,00% |
19/11/2024 | 9,66% | 0,09 CHF | 0,10 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 14 202 CHF | 15 602 CHF | 100,00% | 100,00% |
18/11/2024 | 12,74% | 0,07 CHF | 0,08 CHF | 140 000 | 140 000 | 139 864 | 139 864 | 10 346 CHF | 11 746 CHF | 99,06% | 99,06% |
15/11/2024 | 14,56% | 0,07 CHF | 0,08 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 8 941 CHF | 10 341 CHF | 100,00% | 100,00% |
14/11/2024 | 14,28% | 0,06 CHF | 0,07 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 9 146 CHF | 10 546 CHF | 99,08% | 99,08% |
13/11/2024 | 9,66% | 0,10 CHF | 0,11 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 13 901 CHF | 15 301 CHF | 100,00% | 100,00% |
12/11/2024 | 12,99% | 0,10 CHF | 0,11 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 10 175 CHF | 11 575 CHF | 100,00% | 100,00% |
11/11/2024 | 16,21% | 0,06 CHF | 0,07 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 7 946 CHF | 9 346 CHF | 100,00% | 100,00% |
08/11/2024 | 12,66% | 0,08 CHF | 0,09 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 10 419 CHF | 11 819 CHF | 100,00% | 100,00% |
07/11/2024 | 12,41% | 0,07 CHF | 0,08 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 10 663 CHF | 12 063 CHF | 99,67% | 99,67% |