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 | 13,47% | 0,07 CHF | 0,08 CHF | 300 000 | 300 000 | 164 361 | 164 361 | 11 762 CHF | 13 411 CHF | 99,90% | 99,90% |
19/11/2024 | 13,53% | 0,09 CHF | 0,10 CHF | 300 000 | 300 000 | 163 753 | 163 753 | 12 119 CHF | 13 772 CHF | 100,00% | 100,00% |
18/11/2024 | 14,35% | 0,08 CHF | 0,09 CHF | 300 000 | 300 000 | 164 503 | 164 503 | 11 416 CHF | 13 066 CHF | 99,89% | 99,89% |
15/11/2024 | 14,46% | 0,06 CHF | 0,07 CHF | 300 000 | 300 000 | 164 627 | 164 627 | 10 598 CHF | 12 247 CHF | 99,90% | 99,90% |
14/11/2024 | 15,38% | 0,07 CHF | 0,08 CHF | 300 000 | 300 000 | 163 181 | 163 181 | 10 424 CHF | 12 063 CHF | 99,36% | 99,36% |
13/11/2024 | 16,63% | 0,06 CHF | 0,07 CHF | 310 000 | 310 000 | 172 871 | 172 871 | 9 815 CHF | 11 550 CHF | 100,00% | 100,00% |
12/11/2024 | 15,32% | 0,07 CHF | 0,08 CHF | 310 000 | 310 000 | 172 817 | 172 817 | 10 782 CHF | 12 517 CHF | 100,00% | 100,00% |
11/11/2024 | 13,07% | 0,06 CHF | 0,07 CHF | 310 000 | 310 000 | 165 702 | 165 702 | 11 763 CHF | 13 426 CHF | 99,66% | 99,66% |
08/11/2024 | 10,05% | 0,08 CHF | 0,09 CHF | 310 000 | 310 000 | 170 326 | 170 326 | 16 394 CHF | 18 104 CHF | 100,00% | 100,00% |
07/11/2024 | 13,07% | 0,09 CHF | 0,10 CHF | 310 000 | 310 000 | 172 857 | 172 857 | 13 240 CHF | 14 976 CHF | 100,00% | 100,00% |