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 | 14,58% | 0,06 CHF | 0,07 CHF | 110 000 | 110 000 | 107 133 | 107 133 | 6 839 CHF | 7 911 CHF | 100,00% | 100,00% |
19/11/2024 | 14,80% | 0,06 CHF | 0,07 CHF | 110 000 | 110 000 | 107 132 | 107 132 | 6 710 CHF | 7 782 CHF | 100,00% | 100,00% |
18/11/2024 | 17,35% | 0,05 CHF | 0,06 CHF | 110 000 | 110 000 | 107 136 | 107 136 | 5 644 CHF | 6 715 CHF | 100,00% | 100,00% |
15/11/2024 | 21,13% | 0,04 CHF | 0,05 CHF | 120 000 | 120 000 | 112 644 | 112 644 | 4 809 CHF | 5 935 CHF | 100,00% | 100,00% |
14/11/2024 | 25,90% | 0,03 CHF | 0,04 CHF | 120 000 | 120 000 | 116 853 | 116 853 | 3 953 CHF | 5 121 CHF | 99,36% | 99,36% |
13/11/2024 | 20,78% | 0,04 CHF | 0,05 CHF | 120 000 | 120 000 | 115 925 | 115 925 | 5 034 CHF | 6 194 CHF | 100,00% | 100,00% |
12/11/2024 | 21,15% | 0,04 CHF | 0,05 CHF | 120 000 | 120 000 | 116 994 | 116 994 | 4 963 CHF | 6 133 CHF | 68,32% | 100,00% |
11/11/2024 | 13,08% | 0,06 CHF | 0,07 CHF | 110 000 | 110 000 | 107 131 | 107 131 | 7 686 CHF | 8 758 CHF | 99,93% | 99,93% |
08/11/2024 | 8,65% | 0,09 CHF | 0,10 CHF | 100 000 | 100 000 | 97 247 | 97 247 | 10 976 CHF | 11 948 CHF | 100,00% | 100,00% |
07/11/2024 | 4,53% | 0,23 CHF | 0,24 CHF | 110 000 | 110 000 | 107 091 | 107 091 | 23 212 CHF | 24 283 CHF | 98,53% | 98,53% |