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 | 14,40% | 0,06 CHF | 0,07 CHF | 530 000 | 530 000 | 259 667 | 259 667 | 16 607 CHF | 19 209 CHF | 99,90% | 99,90% |
19/11/2024 | 14,90% | 0,06 CHF | 0,07 CHF | 530 000 | 530 000 | 260 457 | 260 457 | 16 345 CHF | 18 953 CHF | 100,00% | 100,00% |
18/11/2024 | 15,90% | 0,07 CHF | 0,08 CHF | 520 000 | 520 000 | 253 897 | 253 897 | 15 988 CHF | 18 531 CHF | 99,86% | 99,86% |
15/11/2024 | 16,10% | 0,05 CHF | 0,06 CHF | 530 000 | 530 000 | 261 259 | 261 259 | 14 774 CHF | 17 390 CHF | 99,99% | 99,99% |
14/11/2024 | 11,44% | 0,07 CHF | 0,08 CHF | 520 000 | 520 000 | 245 797 | 245 797 | 20 476 CHF | 22 944 CHF | 100,00% | 100,00% |
13/11/2024 | 10,59% | 0,10 CHF | 0,11 CHF | 520 000 | 520 000 | 224 505 | 224 505 | 24 048 CHF | 26 759 CHF | 100,00% | 100,00% |
12/11/2024 | 7,26% | 0,12 CHF | 0,13 CHF | 510 000 | 510 000 | 242 429 | 242 429 | 32 770 CHF | 35 202 CHF | 99,85% | 99,85% |
11/11/2024 | 6,68% | 0,15 CHF | 0,16 CHF | 500 000 | 500 000 | 241 100 | 241 100 | 35 705 CHF | 38 125 CHF | 100,00% | 100,00% |
08/11/2024 | 5,72% | 0,17 CHF | 0,18 CHF | 460 000 | 460 000 | 218 070 | 218 070 | 38 136 CHF | 40 324 CHF | 99,75% | 99,75% |
07/11/2024 | 6,66% | 0,16 CHF | 0,17 CHF | 500 000 | 500 000 | 243 698 | 243 698 | 37 826 CHF | 40 279 CHF | 100,00% | 100,00% |