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 | 12,06% | 0,09 CHF | 0,10 CHF | 170 000 | 170 000 | 79 763 | 79 763 | 6 600 CHF | 7 401 CHF | 99,89% | 99,89% |
19/11/2024 | 12,45% | 0,08 CHF | 0,09 CHF | 180 000 | 180 000 | 83 382 | 83 382 | 6 480 CHF | 7 318 CHF | 99,94% | 99,94% |
18/11/2024 | 11,01% | 0,08 CHF | 0,09 CHF | 170 000 | 170 000 | 64 396 | 64 396 | 5 570 CHF | 6 217 CHF | 99,89% | 99,89% |
15/11/2024 | 10,54% | 0,09 CHF | 0,10 CHF | 170 000 | 170 000 | 79 005 | 79 005 | 7 309 CHF | 8 107 CHF | 99,90% | 99,90% |
14/11/2024 | 8,51% | 0,11 CHF | 0,12 CHF | 170 000 | 170 000 | 70 816 | 70 816 | 8 093 CHF | 8 804 CHF | 100,00% | 100,00% |
13/11/2024 | 7,91% | 0,12 CHF | 0,13 CHF | 160 000 | 160 000 | 70 031 | 70 031 | 8 715 CHF | 9 419 CHF | 100,00% | 100,00% |
12/11/2024 | 6,09% | 0,14 CHF | 0,15 CHF | 160 000 | 160 000 | 70 587 | 70 587 | 11 426 CHF | 12 135 CHF | 99,94% | 99,94% |
11/11/2024 | 5,65% | 0,18 CHF | 0,19 CHF | 160 000 | 160 000 | 70 631 | 70 631 | 12 548 CHF | 13 258 CHF | 99,89% | 99,89% |
08/11/2024 | 5,89% | 0,16 CHF | 0,17 CHF | 160 000 | 160 000 | 69 807 | 69 807 | 12 216 CHF | 12 932 CHF | 99,20% | 99,20% |
07/11/2024 | 6,53% | 0,18 CHF | 0,19 CHF | 160 000 | 160 000 | 72 060 | 72 060 | 11 379 CHF | 12 103 CHF | 99,72% | 99,72% |