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 | 22,71% | 0,06 CHF | 0,08 CHF | 257 102 | 75 000 | 233 564 | 75 000 | 16 441 CHF | 6 650 CHF | 94,79% | 94,79% |
19/11/2024 | 15,07% | 0,06 CHF | 0,07 CHF | 256 027 | 75 000 | 264 840 | 75 000 | 16 285 CHF | 5 388 CHF | 87,71% | 87,71% |
18/11/2024 | 15,53% | 0,09 CHF | 0,10 CHF | 223 191 | 75 000 | 110 110 | 46 607 | 9 231 CHF | 4 579 CHF | 87,49% | 87,49% |
15/11/2024 | 9,65% | 0,11 CHF | 0,12 CHF | 214 548 | 75 000 | 225 471 | 75 000 | 22 323 CHF | 8 202 CHF | 94,88% | 94,88% |
14/11/2024 | 11,53% | 0,09 CHF | 0,10 CHF | 230 131 | 75 000 | 249 587 | 75 000 | 20 514 CHF | 6 958 CHF | 83,23% | 83,23% |
13/11/2024 | 12,31% | 0,08 CHF | 0,09 CHF | 262 256 | 75 000 | 262 292 | 74 112 | 20 292 CHF | 6 487 CHF | 94,15% | 94,15% |
12/11/2024 | 12,92% | 0,07 CHF | 0,08 CHF | 267 167 | 75 000 | 266 657 | 75 000 | 19 350 CHF | 6 199 CHF | 83,54% | 83,54% |
11/11/2024 | 7,42% | 0,11 CHF | 0,12 CHF | 205 304 | 75 000 | 195 800 | 75 000 | 25 472 CHF | 10 520 CHF | 94,79% | 94,79% |
08/11/2024 | 9,86% | 0,11 CHF | 0,12 CHF | 212 897 | 75 000 | 235 834 | 75 000 | 22 750 CHF | 8 003 CHF | 100,00% | 100,00% |
07/11/2024 | 10,54% | 0,09 CHF | 0,10 CHF | 232 721 | 75 000 | 240 122 | 72 245 | 22 658 CHF | 7 605 CHF | 93,31% | 93,31% |