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 | 10,34% | 0,10 CHF | 0,11 CHF | 220 000 | 220 000 | 101 134 | 101 134 | 9 741 CHF | 10 755 CHF | 99,41% | 99,41% |
19/11/2024 | 11,04% | 0,08 CHF | 0,09 CHF | 220 000 | 220 000 | 100 684 | 100 684 | 8 614 CHF | 9 627 CHF | 100,00% | 100,00% |
18/11/2024 | 7,55% | 0,12 CHF | 0,13 CHF | 220 000 | 220 000 | 100 062 | 100 062 | 12 811 CHF | 13 813 CHF | 99,85% | 99,85% |
15/11/2024 | 8,67% | 0,11 CHF | 0,12 CHF | 220 000 | 220 000 | 100 416 | 100 416 | 11 471 CHF | 12 477 CHF | 99,71% | 99,71% |
14/11/2024 | 6,28% | 0,14 CHF | 0,15 CHF | 210 000 | 210 000 | 98 008 | 98 008 | 15 236 CHF | 16 220 CHF | 98,61% | 98,61% |
13/11/2024 | 6,91% | 0,16 CHF | 0,17 CHF | 210 000 | 210 000 | 97 922 | 97 922 | 14 466 CHF | 15 450 CHF | 100,00% | 100,00% |
12/11/2024 | 6,55% | 0,14 CHF | 0,15 CHF | 220 000 | 220 000 | 98 696 | 98 696 | 15 210 CHF | 16 204 CHF | 99,76% | 99,76% |
11/11/2024 | 9,98% | 0,15 CHF | 0,16 CHF | 220 000 | 220 000 | 99 526 | 99 526 | 11 413 CHF | 12 416 CHF | 99,90% | 99,90% |
08/11/2024 | 15,79% | 0,07 CHF | 0,08 CHF | 220 000 | 220 000 | 103 770 | 103 770 | 6 575 CHF | 7 617 CHF | 99,06% | 99,06% |
07/11/2024 | 13,89% | 0,07 CHF | 0,08 CHF | 230 000 | 230 000 | 102 232 | 102 232 | 7 184 CHF | 8 211 CHF | 99,68% | 99,68% |