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 | 11,13% | 0,09 CHF | 0,10 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 15 337 CHF | 17 137 CHF | 100,00% | 100,00% |
19/11/2024 | 9,57% | 0,08 CHF | 0,09 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 18 284 CHF | 20 084 CHF | 100,00% | 100,00% |
18/11/2024 | 12,40% | 0,07 CHF | 0,08 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 13 736 CHF | 15 536 CHF | 100,00% | 100,00% |
15/11/2024 | 11,82% | 0,08 CHF | 0,09 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 14 658 CHF | 16 458 CHF | 100,00% | 100,00% |
14/11/2024 | 7,49% | 0,12 CHF | 0,13 CHF | 180 000 | 180 000 | 181 850 | 181 850 | 24 047 CHF | 25 865 CHF | 99,33% | 99,33% |
13/11/2024 | 5,17% | 0,20 CHF | 0,21 CHF | 190 000 | 190 000 | 190 000 | 190 000 | 35 930 CHF | 37 830 CHF | 100,00% | 100,00% |
12/11/2024 | 6,80% | 0,20 CHF | 0,21 CHF | 190 000 | 190 000 | 181 938 | 181 938 | 26 362 CHF | 28 181 CHF | 100,00% | 100,00% |
11/11/2024 | 10,59% | 0,10 CHF | 0,11 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 16 220 CHF | 18 020 CHF | 99,93% | 99,93% |
08/11/2024 | 10,03% | 0,09 CHF | 0,10 CHF | 180 000 | 180 000 | 179 989 | 179 989 | 17 136 CHF | 18 936 CHF | 100,00% | 100,00% |
07/11/2024 | 20,29% | 0,04 CHF | 0,05 CHF | 170 000 | 170 000 | 171 571 | 171 571 | 9 017 CHF | 10 733 CHF | 99,44% | 100,00% |