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 | 16,95% | 0,10 CHF | 0,12 CHF | 364 607 | 25 000 | 339 184 | 25 000 | 37 439 CHF | 3 279 CHF | 100,00% | 100,00% |
19/11/2024 | 18,32% | 0,11 CHF | 0,13 CHF | 364 345 | 25 000 | 350 223 | 25 000 | 37 767 CHF | 3 247 CHF | 100,00% | 100,00% |
18/11/2024 | 21,09% | 0,13 CHF | 0,15 CHF | 320 370 | 25 000 | 353 173 | 23 897 | 38 722 CHF | 3 228 CHF | 100,00% | 100,00% |
15/11/2024 | 15,15% | 0,13 CHF | 0,15 CHF | 301 387 | 25 000 | 316 167 | 25 000 | 40 125 CHF | 3 697 CHF | 100,00% | 100,00% |
14/11/2024 | 14,60% | 0,12 CHF | 0,15 CHF | 326 110 | 25 000 | 300 314 | 25 000 | 41 081 CHF | 3 962 CHF | 99,52% | 99,52% |
13/11/2024 | 12,60% | 0,14 CHF | 0,17 CHF | 292 905 | 25 000 | 271 207 | 24 941 | 43 226 CHF | 4 516 CHF | 99,32% | 99,32% |
12/11/2024 | 10,72% | 0,16 CHF | 0,18 CHF | 264 905 | 25 000 | 237 093 | 25 000 | 44 632 CHF | 5 255 CHF | 100,00% | 100,00% |
11/11/2024 | 10,70% | 0,23 CHF | 0,25 CHF | 203 943 | 25 000 | 217 243 | 25 000 | 46 639 CHF | 5 977 CHF | 98,28% | 98,28% |
08/11/2024 | 9,76% | 0,21 CHF | 0,23 CHF | 226 226 | 25 000 | 222 283 | 25 000 | 46 208 CHF | 5 732 CHF | 100,00% | 100,00% |
07/11/2024 | 10,58% | 0,22 CHF | 0,24 CHF | 210 987 | 25 000 | 211 953 | 24 769 | 47 697 CHF | 6 198 CHF | 98,53% | 98,53% |