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 | 17,85% | 0,08 CHF | 0,10 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 6 569 CHF | 7 849 CHF | 100,00% | 100,00% |
19/11/2024 | 17,76% | 0,09 CHF | 0,10 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 6 617 CHF | 7 897 CHF | 100,00% | 100,00% |
18/11/2024 | 25,34% | 0,06 CHF | 0,07 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 4 439 CHF | 5 719 CHF | 100,00% | 100,00% |
15/11/2024 | 22,89% | 0,06 CHF | 0,07 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 4 983 CHF | 6 263 CHF | 100,00% | 100,00% |
14/11/2024 | 16,50% | 0,10 CHF | 0,11 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 7 127 CHF | 8 407 CHF | 100,00% | 100,00% |
13/11/2024 | 38,39% | 0,09 CHF | 0,10 CHF | 80 000 | 80 000 | 39 958 | 39 958 | 3 479 CHF | 4 848 CHF | 100,00% | 100,00% |
12/11/2024 | 11,22% | 0,12 CHF | 0,14 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 10 788 CHF | 12 068 CHF | 100,00% | 100,00% |
11/11/2024 | 8,62% | 0,17 CHF | 0,19 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 14 240 CHF | 15 520 CHF | 100,00% | 100,00% |
08/11/2024 | 11,00% | 0,13 CHF | 0,15 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 11 026 CHF | 12 306 CHF | 99,20% | 99,20% |
07/11/2024 | 10,16% | 0,14 CHF | 0,15 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 12 066 CHF | 13 346 CHF | 100,00% | 100,00% |