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 | 9,49% | 0,10 CHF | 0,11 CHF | 220 000 | 220 000 | 214 266 | 214 266 | 21 534 CHF | 23 676 CHF | 100,00% | 100,00% |
19/11/2024 | 9,70% | 0,10 CHF | 0,11 CHF | 220 000 | 220 000 | 214 263 | 214 263 | 21 025 CHF | 23 167 CHF | 100,00% | 100,00% |
18/11/2024 | 10,42% | 0,09 CHF | 0,10 CHF | 220 000 | 220 000 | 214 272 | 214 272 | 19 503 CHF | 21 646 CHF | 100,00% | 100,00% |
15/11/2024 | 11,78% | 0,08 CHF | 0,09 CHF | 230 000 | 230 000 | 219 777 | 219 777 | 17 599 CHF | 19 797 CHF | 100,00% | 100,00% |
14/11/2024 | 13,39% | 0,07 CHF | 0,08 CHF | 230 000 | 230 000 | 223 968 | 223 968 | 15 650 CHF | 17 889 CHF | 99,36% | 99,36% |
13/11/2024 | 12,08% | 0,07 CHF | 0,08 CHF | 230 000 | 230 000 | 223 062 | 223 062 | 17 368 CHF | 19 599 CHF | 100,00% | 100,00% |
12/11/2024 | 12,18% | 0,07 CHF | 0,08 CHF | 230 000 | 230 000 | 226 012 | 226 012 | 17 438 CHF | 19 698 CHF | 68,32% | 100,00% |
11/11/2024 | 9,54% | 0,09 CHF | 0,10 CHF | 220 000 | 220 000 | 214 263 | 214 263 | 21 400 CHF | 23 543 CHF | 99,93% | 99,93% |
08/11/2024 | 7,68% | 0,11 CHF | 0,12 CHF | 190 000 | 190 000 | 176 817 | 176 817 | 22 232 CHF | 24 000 CHF | 100,00% | 100,00% |
07/11/2024 | 5,22% | 0,19 CHF | 0,20 CHF | 210 000 | 210 000 | 204 446 | 204 446 | 38 193 CHF | 40 237 CHF | 98,53% | 98,53% |