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 | 11,76% | 0,07 CHF | 0,09 CHF | 221 613 | 75 000 | 219 602 | 75 000 | 17 568 CHF | 6 750 CHF | 14,13% | 100,00% |
19/11/2024 | 14,88% | 0,07 CHF | 0,08 CHF | 221 583 | 75 000 | 221 903 | 75 000 | 13 861 CHF | 5 435 CHF | 100,00% | 100,00% |
18/11/2024 | 10,56% | 0,08 CHF | 0,09 CHF | 219 094 | 75 000 | 218 259 | 75 000 | 19 671 CHF | 7 512 CHF | 100,00% | 100,00% |
15/11/2024 | 7,77% | 0,10 CHF | 0,11 CHF | 216 440 | 75 000 | 213 118 | 75 000 | 26 477 CHF | 10 070 CHF | 100,00% | 100,00% |
14/11/2024 | 6,26% | 0,15 CHF | 0,16 CHF | 208 576 | 75 000 | 207 792 | 75 000 | 32 222 CHF | 12 382 CHF | 99,22% | 99,22% |
13/11/2024 | 6,34% | 0,16 CHF | 0,17 CHF | 206 236 | 75 000 | 206 408 | 74 159 | 31 574 CHF | 12 080 CHF | 99,36% | 99,36% |
12/11/2024 | 5,37% | 0,18 CHF | 0,19 CHF | 202 106 | 75 000 | 202 276 | 75 000 | 36 639 CHF | 14 335 CHF | 100,00% | 100,00% |
11/11/2024 | 4,83% | 0,20 CHF | 0,21 CHF | 199 749 | 75 000 | 198 309 | 75 000 | 40 088 CHF | 15 913 CHF | 100,00% | 100,00% |
08/11/2024 | 5,44% | 0,18 CHF | 0,19 CHF | 200 027 | 75 000 | 200 748 | 75 000 | 35 905 CHF | 14 165 CHF | 100,00% | 100,00% |
07/11/2024 | 6,12% | 0,17 CHF | 0,18 CHF | 202 237 | 75 000 | 204 621 | 72 396 | 32 540 CHF | 12 294 CHF | 98,73% | 98,73% |