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 | 6,37% | 0,14 CHF | 0,15 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 19 838 CHF | 21 138 CHF | 99,43% | 99,43% |
19/11/2024 | 9,04% | 0,12 CHF | 0,13 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 12 707 CHF | 13 907 CHF | 100,00% | 100,00% |
18/11/2024 | 6,32% | 0,14 CHF | 0,15 CHF | 110 000 | 110 000 | 101 451 | 101 451 | 15 628 CHF | 16 642 CHF | 99,36% | 99,36% |
15/11/2024 | 5,94% | 0,17 CHF | 0,18 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 16 355 CHF | 17 355 CHF | 100,00% | 100,00% |
14/11/2024 | 6,00% | 0,17 CHF | 0,18 CHF | 110 000 | 110 000 | 110 000 | 110 000 | 17 799 CHF | 18 899 CHF | 98,67% | 98,67% |
13/11/2024 | 6,33% | 0,16 CHF | 0,17 CHF | 110 000 | 110 000 | 110 000 | 110 000 | 16 834 CHF | 17 934 CHF | 100,00% | 100,00% |
12/11/2024 | 5,38% | 0,17 CHF | 0,18 CHF | 100 000 | 100 000 | 99 788 | 99 788 | 18 087 CHF | 19 085 CHF | 99,87% | 99,87% |
11/11/2024 | 4,33% | 0,22 CHF | 0,23 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 20 353 CHF | 21 253 CHF | 100,00% | 100,00% |
08/11/2024 | 4,49% | 0,22 CHF | 0,23 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 19 587 CHF | 20 487 CHF | 98,26% | 98,26% |
07/11/2024 | 3,93% | 0,25 CHF | 0,26 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 22 465 CHF | 23 365 CHF | 100,00% | 100,00% |