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 | 8,86% | 0,11 CHF | 0,12 CHF | 150 000 | 150 000 | 151 669 | 151 669 | 16 437 CHF | 17 954 CHF | 99,75% | 99,75% |
20/11/2024 | 8,37% | 0,10 CHF | 0,11 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 18 385 CHF | 19 985 CHF | 100,00% | 100,00% |
19/11/2024 | 11,20% | 0,09 CHF | 0,10 CHF | 160 000 | 160 000 | 159 994 | 159 994 | 13 506 CHF | 15 106 CHF | 99,78% | 99,78% |
18/11/2024 | 9,23% | 0,10 CHF | 0,11 CHF | 170 000 | 170 000 | 164 829 | 164 829 | 17 048 CHF | 18 696 CHF | 100,00% | 100,00% |
15/11/2024 | 11,10% | 0,08 CHF | 0,09 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 15 351 CHF | 17 151 CHF | 100,00% | 100,00% |
14/11/2024 | 12,07% | 0,09 CHF | 0,10 CHF | 190 000 | 190 000 | 190 000 | 190 000 | 14 833 CHF | 16 733 CHF | 100,00% | 100,00% |
13/11/2024 | 12,21% | 0,07 CHF | 0,08 CHF | 180 000 | 180 000 | 180 210 | 180 210 | 13 891 CHF | 15 694 CHF | 100,00% | 100,00% |
12/11/2024 | 10,13% | 0,07 CHF | 0,08 CHF | 150 000 | 150 000 | 140 113 | 140 113 | 13 312 CHF | 14 714 CHF | 99,99% | 99,99% |
11/11/2024 | 5,82% | 0,15 CHF | 0,16 CHF | 140 000 | 140 000 | 130 837 | 130 837 | 21 844 CHF | 23 153 CHF | 100,00% | 100,00% |
08/11/2024 | 6,00% | 0,16 CHF | 0,17 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 21 037 CHF | 22 337 CHF | 99,94% | 99,94% |