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 | 8,53% | 0,10 CHF | 0,12 CHF | 221 814 | 75 000 | 219 579 | 75 000 | 24 668 CHF | 9 176 CHF | 14,13% | 100,00% |
19/11/2024 | 9,52% | 0,10 CHF | 0,11 CHF | 222 641 | 75 000 | 221 858 | 75 000 | 22 197 CHF | 8 254 CHF | 100,00% | 100,00% |
18/11/2024 | 7,72% | 0,12 CHF | 0,13 CHF | 218 295 | 75 000 | 218 021 | 75 000 | 27 207 CHF | 10 111 CHF | 100,00% | 100,00% |
15/11/2024 | 6,14% | 0,14 CHF | 0,15 CHF | 216 099 | 75 000 | 213 163 | 75 000 | 33 700 CHF | 12 610 CHF | 100,00% | 100,00% |
14/11/2024 | 5,13% | 0,19 CHF | 0,20 CHF | 208 576 | 75 000 | 207 601 | 75 000 | 39 418 CHF | 14 991 CHF | 99,22% | 99,22% |
13/11/2024 | 5,11% | 0,20 CHF | 0,21 CHF | 206 069 | 75 000 | 206 809 | 74 159 | 39 446 CHF | 14 887 CHF | 99,36% | 99,36% |
12/11/2024 | 4,48% | 0,21 CHF | 0,22 CHF | 202 783 | 75 000 | 202 194 | 75 000 | 44 146 CHF | 17 126 CHF | 100,00% | 100,00% |
11/11/2024 | 4,14% | 0,24 CHF | 0,25 CHF | 199 189 | 75 000 | 198 493 | 75 000 | 46 979 CHF | 18 502 CHF | 100,00% | 100,00% |
08/11/2024 | 4,61% | 0,22 CHF | 0,23 CHF | 199 600 | 75 000 | 201 316 | 75 000 | 42 724 CHF | 16 668 CHF | 100,00% | 100,00% |
07/11/2024 | 5,02% | 0,21 CHF | 0,22 CHF | 201 421 | 75 000 | 204 347 | 72 396 | 39 823 CHF | 14 879 CHF | 98,73% | 98,73% |