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 | 9,70% | 0,10 CHF | 0,11 CHF | 110 000 | 110 000 | 107 133 | 107 133 | 10 527 CHF | 11 598 CHF | 100,00% | 100,00% |
19/11/2024 | 9,71% | 0,10 CHF | 0,11 CHF | 110 000 | 110 000 | 107 132 | 107 132 | 10 504 CHF | 11 575 CHF | 100,00% | 100,00% |
18/11/2024 | 10,45% | 0,09 CHF | 0,10 CHF | 110 000 | 110 000 | 107 136 | 107 136 | 9 719 CHF | 10 791 CHF | 100,00% | 100,00% |
15/11/2024 | 11,96% | 0,08 CHF | 0,09 CHF | 120 000 | 120 000 | 112 641 | 112 641 | 8 881 CHF | 10 007 CHF | 100,00% | 100,00% |
14/11/2024 | 13,61% | 0,07 CHF | 0,08 CHF | 120 000 | 120 000 | 116 853 | 116 853 | 8 020 CHF | 9 188 CHF | 99,36% | 99,36% |
13/11/2024 | 12,21% | 0,07 CHF | 0,08 CHF | 120 000 | 120 000 | 115 924 | 115 924 | 8 922 CHF | 10 082 CHF | 100,00% | 100,00% |
12/11/2024 | 12,29% | 0,07 CHF | 0,08 CHF | 120 000 | 120 000 | 116 984 | 116 984 | 8 944 CHF | 10 114 CHF | 68,32% | 100,00% |
11/11/2024 | 9,54% | 0,09 CHF | 0,10 CHF | 110 000 | 110 000 | 107 131 | 107 131 | 10 701 CHF | 11 773 CHF | 99,93% | 99,93% |
08/11/2024 | 7,42% | 0,11 CHF | 0,12 CHF | 110 000 | 110 000 | 107 134 | 107 134 | 13 997 CHF | 15 069 CHF | 100,00% | 100,00% |
07/11/2024 | 4,87% | 0,21 CHF | 0,22 CHF | 110 000 | 110 000 | 107 091 | 107 091 | 21 522 CHF | 22 593 CHF | 98,53% | 98,53% |