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 | 24,10% | 0,05 CHF | 0,06 CHF | 210 000 | 210 000 | 97 983 | 97 983 | 3 940 CHF | 4 924 CHF | 99,90% | 99,90% |
19/11/2024 | 25,68% | 0,03 CHF | 0,04 CHF | 220 000 | 220 000 | 99 560 | 99 560 | 3 460 CHF | 4 460 CHF | 99,94% | 99,94% |
18/11/2024 | 19,94% | 0,04 CHF | 0,05 CHF | 210 000 | 210 000 | 79 668 | 79 668 | 3 525 CHF | 4 325 CHF | 99,90% | 99,90% |
15/11/2024 | 17,55% | 0,05 CHF | 0,06 CHF | 210 000 | 210 000 | 97 529 | 97 529 | 5 098 CHF | 6 083 CHF | 99,90% | 99,90% |
14/11/2024 | 12,16% | 0,07 CHF | 0,08 CHF | 210 000 | 210 000 | 86 759 | 86 759 | 6 705 CHF | 7 577 CHF | 100,00% | 100,00% |
13/11/2024 | 10,79% | 0,09 CHF | 0,10 CHF | 200 000 | 200 000 | 85 915 | 85 915 | 7 676 CHF | 8 540 CHF | 100,00% | 100,00% |
12/11/2024 | 7,17% | 0,12 CHF | 0,13 CHF | 190 000 | 190 000 | 83 430 | 83 430 | 11 344 CHF | 12 182 CHF | 99,94% | 99,94% |
11/11/2024 | 6,10% | 0,17 CHF | 0,18 CHF | 180 000 | 180 000 | 80 699 | 80 699 | 13 182 CHF | 13 993 CHF | 99,90% | 99,90% |
08/11/2024 | 5,95% | 0,15 CHF | 0,16 CHF | 150 000 | 150 000 | 66 273 | 66 273 | 11 212 CHF | 11 892 CHF | 98,94% | 98,94% |
07/11/2024 | 6,91% | 0,17 CHF | 0,18 CHF | 190 000 | 190 000 | 85 947 | 85 947 | 13 043 CHF | 13 906 CHF | 99,52% | 99,52% |