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 | 8,59% | 0,12 CHF | 0,13 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 20 269 CHF | 22 069 CHF | 100,00% | 100,00% |
19/11/2024 | 8,81% | 0,13 CHF | 0,14 CHF | 140 000 | 140 000 | 139 975 | 139 975 | 18 370 CHF | 20 050 CHF | 99,84% | 99,84% |
18/11/2024 | 7,90% | 0,14 CHF | 0,16 CHF | 130 000 | 130 000 | 129 970 | 129 970 | 19 002 CHF | 20 562 CHF | 100,00% | 100,00% |
15/11/2024 | 6,48% | 0,17 CHF | 0,18 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 23 325 CHF | 24 885 CHF | 100,00% | 100,00% |
14/11/2024 | 6,91% | 0,19 CHF | 0,20 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 25 365 CHF | 27 165 CHF | 100,00% | 100,00% |
13/11/2024 | 8,10% | 0,14 CHF | 0,15 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 19 953 CHF | 21 633 CHF | 100,00% | 100,00% |
12/11/2024 | 6,21% | 0,15 CHF | 0,17 CHF | 140 000 | 140 000 | 131 376 | 131 376 | 24 719 CHF | 26 296 CHF | 99,85% | 99,85% |
11/11/2024 | 6,05% | 0,18 CHF | 0,19 CHF | 140 000 | 140 000 | 140 087 | 140 087 | 26 989 CHF | 28 671 CHF | 100,00% | 100,00% |
08/11/2024 | 7,61% | 0,15 CHF | 0,16 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 21 290 CHF | 22 970 CHF | 98,58% | 98,58% |
07/11/2024 | 6,79% | 0,17 CHF | 0,18 CHF | 160 000 | 160 000 | 159 988 | 159 988 | 27 376 CHF | 29 296 CHF | 100,00% | 100,00% |