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 | 12,34% | 0,12 CHF | 0,13 CHF | 181 456 | 100 000 | 180 939 | 100 000 | 21 812 CHF | 13 639 CHF | 100,00% | 100,00% |
19/11/2024 | 12,50% | 0,10 CHF | 0,12 CHF | 182 883 | 100 000 | 179 887 | 100 000 | 22 454 CHF | 14 138 CHF | 100,00% | 100,00% |
18/11/2024 | 10,06% | 0,14 CHF | 0,16 CHF | 177 592 | 100 000 | 177 878 | 100 000 | 25 727 CHF | 15 993 CHF | 100,00% | 100,00% |
15/11/2024 | 10,80% | 0,13 CHF | 0,15 CHF | 179 353 | 100 000 | 179 061 | 100 000 | 24 935 CHF | 15 516 CHF | 99,99% | 99,99% |
14/11/2024 | 9,24% | 0,16 CHF | 0,17 CHF | 177 540 | 100 000 | 178 554 | 100 000 | 26 766 CHF | 16 435 CHF | 99,52% | 99,52% |
13/11/2024 | 9,61% | 0,15 CHF | 0,17 CHF | 177 290 | 100 000 | 176 552 | 99 147 | 27 418 CHF | 16 944 CHF | 99,32% | 99,32% |
12/11/2024 | 8,71% | 0,16 CHF | 0,18 CHF | 175 328 | 100 000 | 174 423 | 100 000 | 29 900 CHF | 18 699 CHF | 100,00% | 100,00% |
11/11/2024 | 8,49% | 0,18 CHF | 0,20 CHF | 172 774 | 100 000 | 172 339 | 100 000 | 31 907 CHF | 20 154 CHF | 100,00% | 100,00% |
08/11/2024 | 8,27% | 0,18 CHF | 0,19 CHF | 172 098 | 100 000 | 171 882 | 100 000 | 30 638 CHF | 19 365 CHF | 100,00% | 100,00% |
07/11/2024 | 8,58% | 0,19 CHF | 0,21 CHF | 169 879 | 100 000 | 171 593 | 97 408 | 31 922 CHF | 19 744 CHF | 99,13% | 99,13% |