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 | 8,02% | 0,10 CHF | 0,11 CHF | 348 745 | 75 000 | 310 353 | 75 000 | 37 193 CHF | 9 749 CHF | 100,00% | 100,00% |
19/11/2024 | 9,17% | 0,11 CHF | 0,12 CHF | 322 168 | 75 000 | 342 452 | 75 000 | 35 705 CHF | 8 574 CHF | 100,00% | 100,00% |
18/11/2024 | 9,75% | 0,11 CHF | 0,12 CHF | 342 729 | 75 000 | 339 862 | 63 973 | 36 867 CHF | 7 584 CHF | 100,00% | 100,00% |
15/11/2024 | 8,82% | 0,12 CHF | 0,13 CHF | 331 918 | 75 000 | 362 755 | 75 000 | 39 299 CHF | 8 922 CHF | 100,00% | 100,00% |
14/11/2024 | 9,61% | 0,10 CHF | 0,11 CHF | 351 040 | 75 000 | 372 135 | 75 000 | 36 907 CHF | 8 201 CHF | 99,52% | 99,52% |
13/11/2024 | 10,40% | 0,08 CHF | 0,09 CHF | 409 450 | 75 000 | 380 437 | 74 138 | 34 898 CHF | 7 579 CHF | 98,35% | 98,35% |
12/11/2024 | 8,05% | 0,11 CHF | 0,12 CHF | 331 834 | 75 000 | 315 218 | 75 000 | 37 588 CHF | 9 700 CHF | 99,90% | 99,90% |
11/11/2024 | 6,46% | 0,15 CHF | 0,16 CHF | 270 246 | 75 000 | 273 190 | 75 000 | 40 938 CHF | 11 989 CHF | 100,00% | 100,00% |
08/11/2024 | 6,63% | 0,14 CHF | 0,15 CHF | 277 306 | 75 000 | 280 489 | 75 000 | 40 956 CHF | 11 701 CHF | 100,00% | 100,00% |
07/11/2024 | 6,18% | 0,17 CHF | 0,18 CHF | 249 493 | 75 000 | 266 098 | 72 408 | 43 297 CHF | 12 601 CHF | 99,13% | 99,13% |