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 | 8,81% | 0,10 CHF | 0,11 CHF | 190 000 | 190 000 | 190 000 | 190 000 | 20 720 CHF | 22 620 CHF | 100,00% | 100,00% |
19/11/2024 | 9,72% | 0,10 CHF | 0,11 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 19 622 CHF | 21 622 CHF | 100,00% | 100,00% |
18/11/2024 | 9,51% | 0,10 CHF | 0,11 CHF | 190 000 | 190 000 | 190 000 | 190 000 | 19 081 CHF | 20 981 CHF | 100,00% | 100,00% |
15/11/2024 | 8,05% | 0,11 CHF | 0,12 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 19 156 CHF | 20 756 CHF | 100,00% | 100,00% |
14/11/2024 | 7,44% | 0,15 CHF | 0,16 CHF | 210 000 | 210 000 | 209 871 | 209 871 | 27 274 CHF | 29 373 CHF | 100,00% | 100,00% |
13/11/2024 | 9,42% | 0,10 CHF | 0,11 CHF | 190 000 | 190 000 | 191 022 | 191 022 | 19 484 CHF | 21 395 CHF | 100,00% | 100,00% |
12/11/2024 | 7,56% | 0,12 CHF | 0,13 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 20 418 CHF | 22 018 CHF | 100,00% | 100,00% |
11/11/2024 | 5,54% | 0,17 CHF | 0,18 CHF | 160 000 | 160 000 | 159 979 | 159 979 | 28 100 CHF | 29 700 CHF | 100,00% | 100,00% |
08/11/2024 | 6,06% | 0,15 CHF | 0,16 CHF | 150 000 | 150 000 | 143 639 | 143 639 | 23 028 CHF | 24 465 CHF | 100,00% | 100,00% |
07/11/2024 | 4,83% | 0,19 CHF | 0,20 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 30 344 CHF | 31 844 CHF | 100,00% | 100,00% |