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 | 16,96% | 0,07 CHF | 0,09 CHF | 449 302 | 100 000 | 426 923 | 100 000 | 33 704 CHF | 9 368 CHF | 100,00% | 100,00% |
19/11/2024 | 19,93% | 0,08 CHF | 0,10 CHF | 407 283 | 100 000 | 404 147 | 99 785 | 33 406 CHF | 10 071 CHF | 100,00% | 100,00% |
18/11/2024 | 19,48% | 0,09 CHF | 0,11 CHF | 398 718 | 100 000 | 399 774 | 88 971 | 34 563 CHF | 9 290 CHF | 100,00% | 100,00% |
15/11/2024 | 13,41% | 0,09 CHF | 0,11 CHF | 381 353 | 100 000 | 370 189 | 100 000 | 36 078 CHF | 11 149 CHF | 100,00% | 100,00% |
14/11/2024 | 12,54% | 0,10 CHF | 0,12 CHF | 354 281 | 100 000 | 350 019 | 100 000 | 37 212 CHF | 12 057 CHF | 99,27% | 99,27% |
13/11/2024 | 15,75% | 0,11 CHF | 0,12 CHF | 357 849 | 100 000 | 386 419 | 99 134 | 36 002 CHF | 10 823 CHF | 99,40% | 99,40% |
12/11/2024 | 15,98% | 0,10 CHF | 0,11 CHF | 366 777 | 100 000 | 346 980 | 100 000 | 37 693 CHF | 12 757 CHF | 100,00% | 100,00% |
11/11/2024 | 15,48% | 0,12 CHF | 0,14 CHF | 324 972 | 100 000 | 345 773 | 100 000 | 38 181 CHF | 12 897 CHF | 100,00% | 100,00% |
08/11/2024 | 14,47% | 0,11 CHF | 0,12 CHF | 344 105 | 100 000 | 335 517 | 100 000 | 37 250 CHF | 12 840 CHF | 99,95% | 99,95% |
07/11/2024 | 12,73% | 0,13 CHF | 0,14 CHF | 309 789 | 100 000 | 305 937 | 97 491 | 39 475 CHF | 14 273 CHF | 99,05% | 99,05% |