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 | 13,58% | 0,09 CHF | 0,10 CHF | 181 311 | 100 000 | 180 938 | 100 000 | 16 923 CHF | 10 705 CHF | 100,00% | 100,00% |
19/11/2024 | 15,98% | 0,07 CHF | 0,09 CHF | 183 009 | 100 000 | 179 918 | 100 000 | 17 262 CHF | 11 216 CHF | 100,00% | 100,00% |
18/11/2024 | 12,18% | 0,12 CHF | 0,13 CHF | 177 573 | 100 000 | 177 848 | 100 000 | 20 604 CHF | 13 084 CHF | 100,00% | 100,00% |
15/11/2024 | 12,83% | 0,11 CHF | 0,12 CHF | 179 535 | 100 000 | 179 111 | 100 000 | 19 967 CHF | 12 681 CHF | 99,99% | 99,99% |
14/11/2024 | 11,33% | 0,13 CHF | 0,14 CHF | 177 185 | 100 000 | 178 491 | 100 000 | 21 641 CHF | 13 570 CHF | 99,52% | 99,52% |
13/11/2024 | 11,89% | 0,12 CHF | 0,14 CHF | 177 508 | 100 000 | 176 444 | 99 147 | 22 407 CHF | 14 173 CHF | 99,32% | 99,32% |
12/11/2024 | 8,66% | 0,13 CHF | 0,15 CHF | 175 599 | 100 000 | 174 503 | 100 000 | 25 229 CHF | 15 762 CHF | 100,00% | 100,00% |
11/11/2024 | 7,97% | 0,15 CHF | 0,17 CHF | 172 944 | 100 000 | 172 375 | 100 000 | 27 403 CHF | 17 217 CHF | 100,00% | 100,00% |
08/11/2024 | 10,22% | 0,15 CHF | 0,17 CHF | 172 253 | 100 000 | 171 924 | 100 000 | 25 757 CHF | 16 598 CHF | 100,00% | 100,00% |
07/11/2024 | 9,73% | 0,16 CHF | 0,18 CHF | 170 218 | 100 000 | 171 486 | 97 408 | 27 147 CHF | 17 003 CHF | 99,13% | 99,13% |