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 | 9,26% | 0,14 CHF | 0,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 6 746 CHF | 7 402 CHF | 100,00% | 100,00% |
19/11/2024 | 8,79% | 0,14 CHF | 0,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 7 120 CHF | 7 776 CHF | 99,66% | 99,66% |
18/11/2024 | 7,73% | 0,15 CHF | 0,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 8 134 CHF | 8 791 CHF | 100,00% | 100,00% |
15/11/2024 | 7,27% | 0,17 CHF | 0,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 8 684 CHF | 9 341 CHF | 100,00% | 100,00% |
14/11/2024 | 7,39% | 0,17 CHF | 0,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 8 527 CHF | 9 184 CHF | 100,00% | 100,00% |
13/11/2024 | 7,73% | 0,17 CHF | 0,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 8 191 CHF | 8 847 CHF | 100,00% | 100,00% |
12/11/2024 | 7,99% | 0,16 CHF | 0,17 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 7 864 CHF | 8 521 CHF | 100,00% | 100,00% |
11/11/2024 | 8,92% | 0,16 CHF | 0,17 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 7 087 CHF | 7 744 CHF | 100,00% | 100,00% |
08/11/2024 | 9,70% | 0,14 CHF | 0,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 6 443 CHF | 7 100 CHF | 100,00% | 100,00% |
07/11/2024 | 9,50% | 0,12 CHF | 0,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 6 549 CHF | 7 206 CHF | 100,00% | 100,00% |