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 | 7,53% | 0,13 CHF | 0,14 CHF | 160 000 | 160 000 | 156 660 | 156 660 | 20 059 CHF | 21 625 CHF | 100,00% | 100,00% |
19/11/2024 | 8,07% | 0,12 CHF | 0,13 CHF | 180 000 | 180 000 | 174 965 | 174 965 | 20 801 CHF | 22 550 CHF | 100,00% | 100,00% |
18/11/2024 | 9,13% | 0,11 CHF | 0,12 CHF | 200 000 | 200 000 | 194 793 | 194 793 | 20 372 CHF | 22 320 CHF | 100,00% | 100,00% |
15/11/2024 | 10,72% | 0,09 CHF | 0,10 CHF | 230 000 | 230 000 | 219 778 | 219 778 | 19 524 CHF | 21 722 CHF | 100,00% | 100,00% |
14/11/2024 | 12,94% | 0,07 CHF | 0,08 CHF | 230 000 | 230 000 | 223 968 | 223 968 | 16 259 CHF | 18 498 CHF | 99,36% | 99,36% |
13/11/2024 | 11,06% | 0,08 CHF | 0,09 CHF | 230 000 | 230 000 | 223 059 | 223 059 | 19 130 CHF | 21 361 CHF | 100,00% | 100,00% |
12/11/2024 | 11,09% | 0,07 CHF | 0,08 CHF | 180 000 | 180 000 | 178 384 | 178 384 | 15 239 CHF | 17 023 CHF | 68,32% | 100,00% |
11/11/2024 | 7,63% | 0,11 CHF | 0,12 CHF | 160 000 | 160 000 | 155 827 | 155 827 | 19 668 CHF | 21 226 CHF | 99,93% | 99,93% |
08/11/2024 | 5,76% | 0,15 CHF | 0,16 CHF | 130 000 | 130 000 | 125 951 | 125 951 | 21 407 CHF | 22 667 CHF | 99,85% | 99,85% |
07/11/2024 | 3,69% | 0,28 CHF | 0,28 CHF | 130 000 | 130 000 | 127 142 | 127 142 | 33 882 CHF | 35 153 CHF | 98,53% | 98,53% |