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 | 10,61% | 0,15 CHF | 0,16 CHF | 181 579 | 100 000 | 180 917 | 100 000 | 26 960 CHF | 16 571 CHF | 100,00% | 100,00% |
19/11/2024 | 10,20% | 0,13 CHF | 0,14 CHF | 183 113 | 100 000 | 179 817 | 100 000 | 27 685 CHF | 17 057 CHF | 100,00% | 100,00% |
18/11/2024 | 8,60% | 0,17 CHF | 0,19 CHF | 177 513 | 100 000 | 177 880 | 100 000 | 30 842 CHF | 18 892 CHF | 100,00% | 100,00% |
15/11/2024 | 8,66% | 0,16 CHF | 0,18 CHF | 179 212 | 100 000 | 179 110 | 100 000 | 30 110 CHF | 18 335 CHF | 99,99% | 99,99% |
14/11/2024 | 7,72% | 0,19 CHF | 0,20 CHF | 177 263 | 100 000 | 178 510 | 100 000 | 31 910 CHF | 19 307 CHF | 99,52% | 99,52% |
13/11/2024 | 7,77% | 0,18 CHF | 0,19 CHF | 177 627 | 100 000 | 176 532 | 99 147 | 32 571 CHF | 19 766 CHF | 99,32% | 99,32% |
12/11/2024 | 8,65% | 0,19 CHF | 0,21 CHF | 175 231 | 100 000 | 174 409 | 100 000 | 34 663 CHF | 21 674 CHF | 100,00% | 100,00% |
11/11/2024 | 8,05% | 0,21 CHF | 0,23 CHF | 172 375 | 100 000 | 172 268 | 100 000 | 36 761 CHF | 23 127 CHF | 100,00% | 100,00% |
08/11/2024 | 6,90% | 0,21 CHF | 0,22 CHF | 172 010 | 100 000 | 171 845 | 100 000 | 35 715 CHF | 22 268 CHF | 100,00% | 100,00% |
07/11/2024 | 6,97% | 0,22 CHF | 0,24 CHF | 170 442 | 100 000 | 171 567 | 97 408 | 36 952 CHF | 22 489 CHF | 99,13% | 99,13% |