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 | 23,85% | 0,03 CHF | 0,04 CHF | 360 000 | 360 000 | 359 844 | 359 844 | 13 322 CHF | 16 920 CHF | 100,00% | 100,00% |
19/11/2024 | 22,31% | 0,04 CHF | 0,05 CHF | 360 000 | 360 000 | 359 554 | 359 554 | 14 395 CHF | 17 990 CHF | 99,85% | 99,85% |
18/11/2024 | 21,59% | 0,04 CHF | 0,05 CHF | 360 000 | 360 000 | 358 245 | 358 245 | 14 886 CHF | 18 469 CHF | 100,00% | 100,00% |
15/11/2024 | 14,02% | 0,06 CHF | 0,07 CHF | 310 000 | 310 000 | 307 206 | 307 206 | 20 466 CHF | 23 538 CHF | 100,00% | 100,00% |
14/11/2024 | 11,33% | 0,08 CHF | 0,09 CHF | 340 000 | 340 000 | 340 000 | 340 000 | 28 351 CHF | 31 751 CHF | 100,00% | 100,00% |
13/11/2024 | 13,13% | 0,07 CHF | 0,08 CHF | 310 000 | 310 000 | 310 000 | 310 000 | 22 110 CHF | 25 210 CHF | 100,00% | 100,00% |
12/11/2024 | 10,51% | 0,08 CHF | 0,09 CHF | 290 000 | 290 000 | 288 882 | 288 882 | 26 116 CHF | 29 005 CHF | 99,85% | 99,85% |
11/11/2024 | 9,35% | 0,10 CHF | 0,11 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 30 638 CHF | 33 638 CHF | 100,00% | 100,00% |
08/11/2024 | 10,44% | 0,09 CHF | 0,10 CHF | 310 000 | 310 000 | 310 837 | 310 837 | 28 256 CHF | 31 365 CHF | 98,58% | 98,58% |
07/11/2024 | 10,15% | 0,09 CHF | 0,10 CHF | 330 000 | 330 000 | 331 829 | 331 829 | 31 120 CHF | 34 438 CHF | 100,00% | 100,00% |