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 | 10,92% | 0,07 CHF | 0,08 CHF | 200 000 | 200 000 | 200 019 | 200 019 | 17 383 CHF | 19 383 CHF | 100,00% | 100,00% |
19/11/2024 | 8,55% | 0,09 CHF | 0,10 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 14 601 CHF | 15 901 CHF | 100,00% | 100,00% |
18/11/2024 | 7,58% | 0,13 CHF | 0,14 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 16 515 CHF | 17 815 CHF | 100,00% | 100,00% |
15/11/2024 | 6,86% | 0,14 CHF | 0,15 CHF | 120 000 | 120 000 | 120 699 | 120 699 | 16 999 CHF | 18 206 CHF | 100,00% | 100,00% |
14/11/2024 | 7,30% | 0,14 CHF | 0,15 CHF | 130 000 | 130 000 | 136 794 | 136 794 | 18 071 CHF | 19 439 CHF | 99,36% | 99,36% |
13/11/2024 | 7,22% | 0,13 CHF | 0,14 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 17 411 CHF | 18 711 CHF | 100,00% | 100,00% |
12/11/2024 | 6,66% | 0,13 CHF | 0,14 CHF | 130 000 | 130 000 | 121 587 | 121 587 | 17 662 CHF | 18 880 CHF | 100,00% | 100,00% |
11/11/2024 | 7,05% | 0,16 CHF | 0,17 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 21 300 CHF | 22 857 CHF | 99,93% | 99,93% |
08/11/2024 | 7,11% | 0,14 CHF | 0,15 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 17 698 CHF | 19 001 CHF | 100,00% | 100,00% |
07/11/2024 | 7,19% | 0,15 CHF | 0,16 CHF | 130 000 | 130 000 | 129 977 | 129 977 | 20 596 CHF | 22 132 CHF | 100,00% | 100,00% |