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 | 18,13% | 0,06 CHF | 0,07 CHF | 220 000 | 220 000 | 101 086 | 101 086 | 5 374 CHF | 6 387 CHF | 99,32% | 99,32% |
19/11/2024 | 19,32% | 0,04 CHF | 0,05 CHF | 220 000 | 220 000 | 100 685 | 100 685 | 4 677 CHF | 5 690 CHF | 100,00% | 100,00% |
18/11/2024 | 12,54% | 0,07 CHF | 0,08 CHF | 220 000 | 220 000 | 100 067 | 100 067 | 7 481 CHF | 8 484 CHF | 99,85% | 99,85% |
15/11/2024 | 14,57% | 0,07 CHF | 0,08 CHF | 220 000 | 220 000 | 100 415 | 100 415 | 6 623 CHF | 7 629 CHF | 99,71% | 99,71% |
14/11/2024 | 10,00% | 0,08 CHF | 0,09 CHF | 210 000 | 210 000 | 98 019 | 98 019 | 9 329 CHF | 10 313 CHF | 98,67% | 98,67% |
13/11/2024 | 10,93% | 0,10 CHF | 0,11 CHF | 210 000 | 210 000 | 97 930 | 97 930 | 8 969 CHF | 9 953 CHF | 100,00% | 100,00% |
12/11/2024 | 10,16% | 0,09 CHF | 0,10 CHF | 220 000 | 220 000 | 98 702 | 98 702 | 9 619 CHF | 10 614 CHF | 99,76% | 99,76% |
11/11/2024 | 17,42% | 0,10 CHF | 0,11 CHF | 220 000 | 220 000 | 99 525 | 99 525 | 6 650 CHF | 7 653 CHF | 99,90% | 99,90% |
08/11/2024 | 29,51% | 0,04 CHF | 0,05 CHF | 220 000 | 220 000 | 103 768 | 103 768 | 3 267 CHF | 4 309 CHF | 99,06% | 99,06% |
07/11/2024 | 25,50% | 0,03 CHF | 0,04 CHF | 230 000 | 230 000 | 102 238 | 102 238 | 3 684 CHF | 4 710 CHF | 99,68% | 99,68% |