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 | 15,18% | 0,09 CHF | 0,11 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 4 433 CHF | 5 153 CHF | 99,42% | 99,42% |
19/11/2024 | 13,39% | 0,13 CHF | 0,15 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 5 033 CHF | 5 753 CHF | 100,00% | 100,00% |
18/11/2024 | 15,10% | 0,11 CHF | 0,13 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 4 423 CHF | 5 143 CHF | 99,88% | 99,88% |
15/11/2024 | 16,69% | 0,10 CHF | 0,12 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 3 961 CHF | 4 681 CHF | 100,00% | 100,00% |
14/11/2024 | 15,45% | 0,12 CHF | 0,14 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 4 314 CHF | 5 034 CHF | 98,67% | 98,67% |
13/11/2024 | 15,61% | 0,11 CHF | 0,13 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 4 273 CHF | 4 993 CHF | 100,00% | 100,00% |
12/11/2024 | 11,52% | 0,14 CHF | 0,16 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 5 896 CHF | 6 616 CHF | 99,87% | 99,87% |
11/11/2024 | 8,66% | 0,19 CHF | 0,21 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 7 974 CHF | 8 694 CHF | 100,00% | 100,00% |
08/11/2024 | 8,10% | 0,21 CHF | 0,23 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 8 541 CHF | 9 261 CHF | 98,31% | 98,31% |
07/11/2024 | 7,78% | 0,22 CHF | 0,23 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 9 567 CHF | 10 339 CHF | 100,00% | 100,00% |