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 | 16,66% | 0,05 CHF | 0,06 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 7 835 CHF | 9 235 CHF | 100,00% | 100,00% |
19/11/2024 | 20,62% | 0,05 CHF | 0,06 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 6 242 CHF | 7 642 CHF | 100,00% | 100,00% |
18/11/2024 | 13,49% | 0,07 CHF | 0,08 CHF | 140 000 | 140 000 | 139 870 | 139 870 | 9 742 CHF | 11 142 CHF | 99,05% | 99,05% |
15/11/2024 | 9,15% | 0,09 CHF | 0,10 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 14 720 CHF | 16 120 CHF | 100,00% | 100,00% |
14/11/2024 | 9,25% | 0,13 CHF | 0,14 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 14 976 CHF | 16 376 CHF | 99,08% | 99,08% |
13/11/2024 | 16,81% | 0,05 CHF | 0,06 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 7 797 CHF | 9 197 CHF | 100,00% | 100,00% |
12/11/2024 | 9,25% | 0,06 CHF | 0,07 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 14 809 CHF | 16 209 CHF | 100,00% | 100,00% |
11/11/2024 | 5,66% | 0,17 CHF | 0,18 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 24 083 CHF | 25 483 CHF | 100,00% | 100,00% |
08/11/2024 | 7,53% | 0,11 CHF | 0,12 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 18 113 CHF | 19 513 CHF | 100,00% | 100,00% |
07/11/2024 | 5,91% | 0,19 CHF | 0,20 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 23 187 CHF | 24 587 CHF | 99,68% | 99,68% |