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 | 17,50% | 0,04 CHF | 0,05 CHF | 270 000 | 270 000 | 150 697 | 150 697 | 7 775 CHF | 9 285 CHF | 99,90% | 99,90% |
19/11/2024 | 20,97% | 0,04 CHF | 0,05 CHF | 270 000 | 270 000 | 150 032 | 150 032 | 6 430 CHF | 7 933 CHF | 100,00% | 100,00% |
18/11/2024 | 16,26% | 0,05 CHF | 0,06 CHF | 270 000 | 270 000 | 149 255 | 149 255 | 8 522 CHF | 10 018 CHF | 98,48% | 98,48% |
15/11/2024 | 11,76% | 0,06 CHF | 0,07 CHF | 270 000 | 270 000 | 149 873 | 149 873 | 11 902 CHF | 13 404 CHF | 99,13% | 99,13% |
14/11/2024 | 9,63% | 0,10 CHF | 0,11 CHF | 260 000 | 260 000 | 145 087 | 145 087 | 14 894 CHF | 16 351 CHF | 100,00% | 100,00% |
13/11/2024 | 11,52% | 0,08 CHF | 0,09 CHF | 270 000 | 270 000 | 149 032 | 149 032 | 12 301 CHF | 13 797 CHF | 100,00% | 100,00% |
12/11/2024 | 13,65% | 0,08 CHF | 0,09 CHF | 270 000 | 270 000 | 149 010 | 149 010 | 10 671 CHF | 12 168 CHF | 100,00% | 100,00% |
11/11/2024 | 11,34% | 0,07 CHF | 0,08 CHF | 270 000 | 270 000 | 149 033 | 149 033 | 12 659 CHF | 14 155 CHF | 100,00% | 100,00% |
08/11/2024 | 9,70% | 0,09 CHF | 0,10 CHF | 270 000 | 270 000 | 149 462 | 149 462 | 15 039 CHF | 16 540 CHF | 98,90% | 98,90% |
07/11/2024 | 10,57% | 0,11 CHF | 0,12 CHF | 270 000 | 270 000 | 149 145 | 149 145 | 13 955 CHF | 15 453 CHF | 99,64% | 99,64% |