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 | 28,15% | 0,02 CHF | 0,03 CHF | 270 000 | 270 000 | 261 387 | 261 387 | 8 132 CHF | 10 746 CHF | 100,00% | 100,00% |
19/11/2024 | 27,28% | 0,03 CHF | 0,04 CHF | 260 000 | 260 000 | 262 223 | 262 223 | 8 384 CHF | 11 006 CHF | 100,00% | 100,00% |
18/11/2024 | 23,62% | 0,04 CHF | 0,05 CHF | 260 000 | 260 000 | 260 000 | 260 000 | 9 735 CHF | 12 335 CHF | 100,00% | 100,00% |
15/11/2024 | 18,26% | 0,04 CHF | 0,05 CHF | 260 000 | 260 000 | 260 000 | 260 000 | 12 984 CHF | 15 584 CHF | 100,00% | 100,00% |
14/11/2024 | 17,53% | 0,06 CHF | 0,07 CHF | 260 000 | 260 000 | 259 884 | 259 884 | 13 601 CHF | 16 200 CHF | 100,00% | 100,00% |
13/11/2024 | 17,03% | 0,05 CHF | 0,06 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 13 491 CHF | 15 991 CHF | 100,00% | 100,00% |
12/11/2024 | 12,07% | 0,06 CHF | 0,07 CHF | 190 000 | 190 000 | 190 000 | 190 000 | 14 878 CHF | 16 778 CHF | 99,85% | 99,85% |
11/11/2024 | 9,73% | 0,10 CHF | 0,11 CHF | 230 000 | 230 000 | 230 000 | 230 000 | 22 517 CHF | 24 817 CHF | 100,00% | 100,00% |
08/11/2024 | 12,27% | 0,07 CHF | 0,08 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 13 874 CHF | 15 674 CHF | 99,20% | 99,20% |
07/11/2024 | 9,77% | 0,11 CHF | 0,12 CHF | 220 000 | 220 000 | 224 809 | 224 809 | 22 000 CHF | 24 248 CHF | 99,97% | 99,97% |