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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | - | 0,09 CHF | - CHF | 500 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
20/11/2024 | 9,99% | 0,09 CHF | 0,11 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 47 673 CHF | 10 535 CHF | 13,10% | 98,98% |
19/11/2024 | 12,14% | 0,08 CHF | 0,09 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 38 798 CHF | 8 760 CHF | 99,99% | 99,99% |
18/11/2024 | 10,67% | 0,09 CHF | 0,10 CHF | 500 000 | 100 000 | 500 000 | 95 263 | 44 416 CHF | 9 409 CHF | 94,23% | 94,23% |
15/11/2024 | 12,12% | 0,08 CHF | 0,09 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 38 866 CHF | 8 773 CHF | 100,00% | 100,00% |
14/11/2024 | 13,15% | 0,08 CHF | 0,09 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 35 588 CHF | 8 118 CHF | 97,92% | 97,92% |
13/11/2024 | 13,18% | 0,07 CHF | 0,08 CHF | 500 000 | 100 000 | 500 000 | 99 710 | 35 488 CHF | 8 072 CHF | 99,36% | 99,36% |
12/11/2024 | 11,64% | 0,07 CHF | 0,08 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 40 764 CHF | 9 153 CHF | 95,15% | 95,15% |
11/11/2024 | 7,78% | 0,11 CHF | 0,12 CHF | 460 000 | 100 000 | 409 094 | 100 000 | 50 550 CHF | 13 386 CHF | 100,00% | 100,00% |
08/11/2024 | 7,99% | 0,12 CHF | 0,13 CHF | 420 000 | 100 000 | 419 519 | 100 000 | 50 425 CHF | 13 027 CHF | 100,00% | 100,00% |