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 | 6,34% | 0,12 CHF | 0,16 CHF | 197 216 | 75 000 | 192 298 | 75 000 | 29 384 CHF | 12 211 CHF | 14,13% | 100,00% |
19/11/2024 | 5,69% | 0,15 CHF | 0,16 CHF | 192 231 | 75 000 | 189 999 | 75 000 | 32 534 CHF | 13 595 CHF | 100,00% | 100,00% |
18/11/2024 | 6,34% | 0,17 CHF | 0,18 CHF | 191 593 | 75 000 | 193 380 | 75 000 | 29 576 CHF | 12 222 CHF | 100,00% | 100,00% |
15/11/2024 | 8,92% | 0,16 CHF | 0,17 CHF | 193 280 | 75 000 | 111 918 | 55 297 | 16 860 CHF | 9 045 CHF | 94,50% | 94,50% |
14/11/2024 | 6,74% | 0,15 CHF | 0,16 CHF | 193 452 | 75 000 | 195 415 | 75 000 | 28 096 CHF | 11 536 CHF | 99,22% | 99,22% |
13/11/2024 | 9,41% | 0,11 CHF | 0,12 CHF | 199 691 | 75 000 | 199 897 | 74 160 | 20 390 CHF | 8 320 CHF | 99,36% | 99,36% |
12/11/2024 | 5,59% | 0,15 CHF | 0,16 CHF | 192 598 | 75 000 | 189 471 | 75 000 | 33 000 CHF | 13 814 CHF | 100,00% | 100,00% |
11/11/2024 | 5,88% | 0,18 CHF | 0,19 CHF | 188 905 | 75 000 | 190 052 | 75 000 | 31 447 CHF | 13 163 CHF | 100,00% | 100,00% |
08/11/2024 | 6,93% | 0,15 CHF | 0,16 CHF | 191 762 | 75 000 | 192 422 | 75 000 | 26 854 CHF | 11 218 CHF | 100,00% | 100,00% |
07/11/2024 | 8,19% | 0,13 CHF | 0,14 CHF | 194 231 | 75 000 | 195 928 | 72 397 | 23 147 CHF | 9 291 CHF | 98,73% | 98,73% |