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 | 12,84% | 0,06 CHF | 0,07 CHF | 320 000 | 320 000 | 311 855 | 311 855 | 22 791 CHF | 25 910 CHF | 100,00% | 100,00% |
19/11/2024 | 12,16% | 0,08 CHF | 0,09 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 23 256 CHF | 26 256 CHF | 99,85% | 99,85% |
18/11/2024 | 11,87% | 0,08 CHF | 0,09 CHF | 280 000 | 280 000 | 280 000 | 280 000 | 22 289 CHF | 25 089 CHF | 100,00% | 100,00% |
15/11/2024 | 8,11% | 0,10 CHF | 0,11 CHF | 220 000 | 220 000 | 220 000 | 220 000 | 26 125 CHF | 28 325 CHF | 100,00% | 100,00% |
14/11/2024 | 6,76% | 0,14 CHF | 0,15 CHF | 240 000 | 240 000 | 240 000 | 240 000 | 34 358 CHF | 36 758 CHF | 100,00% | 100,00% |
13/11/2024 | 7,75% | 0,12 CHF | 0,13 CHF | 230 000 | 230 000 | 230 000 | 230 000 | 28 556 CHF | 30 856 CHF | 100,00% | 100,00% |
12/11/2024 | 6,45% | 0,14 CHF | 0,15 CHF | 220 000 | 220 000 | 211 445 | 211 445 | 31 780 CHF | 33 895 CHF | 99,85% | 99,85% |
11/11/2024 | 5,86% | 0,16 CHF | 0,17 CHF | 220 000 | 220 000 | 220 000 | 220 000 | 36 473 CHF | 38 673 CHF | 100,00% | 100,00% |
08/11/2024 | 6,48% | 0,15 CHF | 0,16 CHF | 230 000 | 230 000 | 230 000 | 230 000 | 34 391 CHF | 36 691 CHF | 98,88% | 98,88% |
07/11/2024 | 6,32% | 0,15 CHF | 0,16 CHF | 240 000 | 240 000 | 240 000 | 240 000 | 36 836 CHF | 39 236 CHF | 100,00% | 100,00% |