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 | 12,55% | 0,08 CHF | 0,09 CHF | 310 000 | 310 000 | 131 551 | 131 551 | 10 360 CHF | 11 682 CHF | 99,33% | 99,33% |
19/11/2024 | 13,23% | 0,07 CHF | 0,08 CHF | 320 000 | 320 000 | 138 036 | 138 036 | 10 034 CHF | 11 421 CHF | 99,63% | 99,63% |
18/11/2024 | 11,30% | 0,08 CHF | 0,09 CHF | 300 000 | 300 000 | 108 007 | 108 007 | 8 974 CHF | 10 059 CHF | 99,02% | 99,02% |
15/11/2024 | 11,09% | 0,08 CHF | 0,09 CHF | 300 000 | 300 000 | 133 371 | 133 371 | 11 630 CHF | 12 978 CHF | 99,50% | 99,50% |
14/11/2024 | 8,17% | 0,11 CHF | 0,12 CHF | 270 000 | 270 000 | 112 683 | 112 683 | 13 362 CHF | 14 494 CHF | 99,40% | 99,40% |
13/11/2024 | 7,71% | 0,13 CHF | 0,14 CHF | 250 000 | 250 000 | 108 026 | 108 026 | 13 843 CHF | 14 928 CHF | 99,41% | 99,41% |
12/11/2024 | 5,66% | 0,15 CHF | 0,16 CHF | 230 000 | 230 000 | 97 109 | 97 109 | 16 913 CHF | 17 888 CHF | 97,57% | 97,57% |
11/11/2024 | 5,15% | 0,20 CHF | 0,21 CHF | 220 000 | 220 000 | 99 201 | 99 201 | 19 325 CHF | 20 322 CHF | 99,36% | 99,36% |
08/11/2024 | 5,08% | 0,19 CHF | 0,20 CHF | 210 000 | 210 000 | 92 257 | 92 257 | 18 716 CHF | 19 662 CHF | 96,46% | 96,46% |
07/11/2024 | 5,51% | 0,21 CHF | 0,22 CHF | 220 000 | 220 000 | 98 576 | 98 576 | 18 475 CHF | 19 464 CHF | 98,19% | 98,19% |