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 | 6,66% | 0,16 CHF | 0,17 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 24 774 CHF | 26 474 CHF | 100,00% | 100,00% |
19/11/2024 | 6,72% | 0,15 CHF | 0,16 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 28 983 CHF | 30 983 CHF | 100,00% | 100,00% |
18/11/2024 | 7,58% | 0,12 CHF | 0,13 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 25 400 CHF | 27 400 CHF | 100,00% | 100,00% |
15/11/2024 | 8,16% | 0,13 CHF | 0,14 CHF | 230 000 | 230 000 | 230 000 | 230 000 | 27 085 CHF | 29 385 CHF | 100,00% | 100,00% |
14/11/2024 | 8,07% | 0,11 CHF | 0,12 CHF | 210 000 | 210 000 | 210 000 | 210 000 | 25 071 CHF | 27 171 CHF | 100,00% | 100,00% |
13/11/2024 | 7,22% | 0,14 CHF | 0,15 CHF | 210 000 | 210 000 | 210 000 | 210 000 | 28 121 CHF | 30 221 CHF | 100,00% | 100,00% |
12/11/2024 | 7,81% | 0,14 CHF | 0,15 CHF | 240 000 | 240 000 | 240 000 | 240 000 | 29 657 CHF | 32 057 CHF | 100,00% | 100,00% |
11/11/2024 | 9,33% | 0,09 CHF | 0,10 CHF | 230 000 | 230 000 | 234 864 | 234 864 | 24 112 CHF | 26 461 CHF | 100,00% | 100,00% |
08/11/2024 | 8,93% | 0,11 CHF | 0,12 CHF | 240 000 | 240 000 | 234 472 | 234 472 | 25 184 CHF | 27 529 CHF | 99,20% | 99,20% |
07/11/2024 | 10,61% | 0,09 CHF | 0,10 CHF | 230 000 | 230 000 | 230 000 | 230 000 | 20 562 CHF | 22 862 CHF | 100,00% | 100,00% |