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 | 18,96% | 0,07 CHF | 0,08 CHF | 181 105 | 100 000 | 180 885 | 100 000 | 12 992 CHF | 8 676 CHF | 100,00% | 100,00% |
19/11/2024 | 20,88% | 0,05 CHF | 0,07 CHF | 183 009 | 100 000 | 179 888 | 100 000 | 13 514 CHF | 9 192 CHF | 100,00% | 100,00% |
18/11/2024 | 14,95% | 0,10 CHF | 0,11 CHF | 177 454 | 100 000 | 177 909 | 100 000 | 16 886 CHF | 11 018 CHF | 100,00% | 100,00% |
15/11/2024 | 16,52% | 0,08 CHF | 0,10 CHF | 179 514 | 100 000 | 179 057 | 100 000 | 16 063 CHF | 10 583 CHF | 99,99% | 99,99% |
14/11/2024 | 13,64% | 0,11 CHF | 0,12 CHF | 177 540 | 100 000 | 178 554 | 100 000 | 17 839 CHF | 11 435 CHF | 99,52% | 99,52% |
13/11/2024 | 13,68% | 0,10 CHF | 0,12 CHF | 177 290 | 100 000 | 176 561 | 99 147 | 18 630 CHF | 11 986 CHF | 99,32% | 99,32% |
12/11/2024 | 11,29% | 0,11 CHF | 0,13 CHF | 175 464 | 100 000 | 174 476 | 100 000 | 21 374 CHF | 13 710 CHF | 100,00% | 100,00% |
11/11/2024 | 10,89% | 0,13 CHF | 0,15 CHF | 172 944 | 100 000 | 172 344 | 100 000 | 23 427 CHF | 15 154 CHF | 100,00% | 100,00% |
08/11/2024 | 11,47% | 0,13 CHF | 0,14 CHF | 172 098 | 100 000 | 171 963 | 100 000 | 22 117 CHF | 14 430 CHF | 100,00% | 100,00% |
07/11/2024 | 11,58% | 0,14 CHF | 0,16 CHF | 169 973 | 100 000 | 171 619 | 97 408 | 23 402 CHF | 14 914 CHF | 99,13% | 99,13% |